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ccjeremylo / FinEng-in-IRFX

Financial Engineering in IRFX in C++

cmake python-bindings curve-construction pybind11 monte-carlo-methods derivative-pricing hull-white lmm sabr-model stochastic-volatility interest-rate-derivatives exotic-options hjm

Updated Mar 1, 2024
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JaneYork / pgz-sbv-doc

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doc.pusdn.com

website tech sso mmp pgz pusdn janeyork hjm

Updated Jul 1, 2023
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incroyale / interest_rate_modeling

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Dynamic Term Structure Modeling & Arbitrage-Free Interest Rate Simulation: A research-level fixed income quant project implementing a full interest rate modeling pipeline from raw Treasury data to derivative pricing and risk analysis.

pca-analysis interest-rates yield-curve fixed-income g2 nelson-siegel hull-white zero-coupon vasicek-model cox-ingersoll-ross heath-jarrow-morton hjm

Updated Mar 3, 2026
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