ParaGroup / p3arsec Star 17 Code Issues Pull requests Parallel Patterns Implementation of PARSEC Benchmark Applications benchmarking benchmark skeleton skeleton-application dedup vips blackscholes ferret parallel-patterns parsec-benchmark freqmine canneal fluidanimate streamcluster facesim bodytrack raytrace swaptions skeleton-programming Updated Dec 29, 2021 C++
mkipnis / qldds Star 8 Code Issues Pull requests QLDDS - Data Distribution Service for QuantLib c-plus-plus options curves quantlib equities bonds fixed-income swaps swaptions options-pricing interestrateswaps Updated Dec 18, 2022 C++
kmk2015 / Multi-Asset-Options-Pricer Star 3 Code Issues Pull requests European Options Pricer for Equity Index, FX, Interest Rate Swaptions and CDS Swaptions cds blackscholes swaptions Updated Feb 22, 2022 Python
incentivus / ABCD Star 3 Code Issues Pull requests Discussions reference implementation demo swaptions defi Updated Feb 16, 2023 Python
raj-rao-rr / Variance-Risk-Premia Star 2 Code Issues Pull requests Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD implied-volatility swaptions realized-volatility variance-risk-premia Updated Nov 18, 2021 MATLAB
kissste / Treasury-Mortgage-Risk-Pricing-Hedging Star 2 Code Issues Pull requests Mortgage Valuation, Transfer Pricing, Hedging kafka analytics realtime quantlib bootstrapping swaps swaptions mortgages atoti Updated Jul 14, 2021 Python
incentivus / articles Star 0 Code Issues Pull requests LaTeX source codes article swaptions defi Updated Jul 25, 2021 TeX
incentivus / incentivus.github.io Star 0 Code Issues Pull requests ABCD demo swaptions defi Updated Dec 17, 2020 CSS