xva

There are 1 repository under xva topic.

• DiscUtils / DiscUtils

  Utility libraries to interact with discs, filesystem formats and more

  filesystemdiskvhdxvaisovmdkntfsfatfat32
  Language:C# 707

• mgroncki / IPythonScripts

  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

  quantitive-financepricing-derivativeshedgingmachine-learningdeep-learningmonte-carlomonte-carlo-simulationxvacvacounterparty-credit-risk
  Language:Jupyter Notebook 135

• xvacode / xVA

  R Packing Calculating Credit Risk Valuation Adjustments

  valuation-adjustmentsxvacounterparty-credit-riskbanking-applications
  Language:R 14

• nathan242 / xva2img

  Extract IMG disk images from XVA files

  xva-filesxva
  Language:Python 1

• carljohanrehn / quantlib-xva

  XVA Calculations with QuantLib

  pythonquantlibregtechxva
  Language:Python