sensitivities

There are 0 repository under sensitivities topic.

AMICI
AMICI-dev / AMICI
Advanced Multilanguage Interface to CVODES and IDAS
differentialequations sensitivities simulation adjoint-sensitivities forward-sensitivities sbml systemsbiology cvode python kinetic-modeling mechanistic-models sensitivity-analysis cvodes idas pysb petab ode parameter-estimation hacktoberfest modeling
Language:Jupyter Notebook 107
redukti / PyRedukti
PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.
python pricing-derivatives curve-construction interest-rate-products automatic-differentiation cython rate-curves rate-swaps sensitivities quantitative-finance
Language:Python 11
redukti / OpenRedukti
OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It provides a scripting environment in Python and Ravi (a Lua dialect).
pricing-derivatives interest-rate-products curve-construction sensitivities rate-swaps rate-curves quantitative-finance lua automatic-differentiation python
Language:C 8
obfosso / PyDSAL
The repository contains code for distribution system analysis. Currently the code developed is for radial systems but many sensitivities are provided which can be used for decision support.
distribution sensitivities forward-backward-sweep fbs recursive power voltage optimal loss-minimization
5
risktoollib / RTLappOptions
Experiment with options risk at the portfolio level
r options options-portfolio education risk-management sensitivities golem-apps
Language:R 3
TommasoBelluzzo / InitialMargin
A .NET implementation of Initial Margin models.
crif financial-analysis financial-data financial-instruments financial-markets initial-margin quantitative-analysis quantitative-finance quantitative-methods risk-analysis risk-management risk-models sensitivities simm
Language:C# 3
risktoollib / RTLappBonds
Experiment with fixed income risk at the portfolio level
r risk-management bonds fixed-income sensitivities golem-apps
Language:R 2