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  • Paris, France

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Pinned

  1. dtccClient dtccClient Public

    a service/console solution to download and store OTC derivative data from dtcc to sql server and apache cassandra

    C++ 4 1

  2. xlObjectTools xlObjectTools Public

    custom excel addin for fixed-income quantitative projects

    C++ 3 2

  3. cfp cfp Public

    A C++ implementation of the Chen-Feng-Palomar model (2017) with python/R bindings

    C++ 1

  4. tws11 tws11 Public

    a C++/python binding for tws API using C++ 11

    C++ 1

  5. smoothy smoothy Public

    a n-dim smoothing library

    C++ 1

  6. LiborModel LiborModel Public

    Market Model Calibration using QuantLib

    C++ 1 5