asset-backed

There are 0 repository under asset-backed topic.

• DROP

  lakshmiDRIP / DROP

  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

  fixed-incomebondasset-allocationtransaction-cost-analyticscounterparty-riskcva-dva-fva-kva-xvastatistical-learningasset-backedportfolio-optimizationmarket-riskcredit-riskcorporatesloansmunicipalsemerging-marketinflation-linkedinterest-ratesfxtreasuryjava
  Language:HTML 110

• lakshmiDRIP / 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.

  fixed-incomeinstruments-trading-conventiontreasury-futures-optionsfunding-curveforward-curvelibor-curveois-curveovernight-curvemulti-curvecollateral-curveposition-horizon-analyzerstatistical-curve-constructionbond-pricing-relative-valueinterest-rate-productscva-dva-fva-kva-xvainterest-rate-optionsstochastic-volatility-modelslmm-calibration-greeksalgorithmic-differentiationasset-backed
  Language:HTML 28