Lakshmi Krishnamurthy's repositories
DROP-Fixed-Income
DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
DROP-Asset-Allocation
DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.
DROP-Statistical-Learning
DROP Statistical Learning
DROP-Numerical-Optimizer
DRIP Numerical Optimizer is a collection of Java libraries for Numerical Optimization and Spline Functionality.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
dateformat
a simple javascript date formatter
deeplearning4j
Deep Learning for Java, Scala & Clojure on Hadoop & Spark With GPUs - From Skymind
java-design-patterns
Design patterns implemented in Java