Interest Rate Derivatives pricing library for my master's thesis in Economics af the department of Economics, University of Copenhagen.
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Updated
Jul 31, 2017 - C#
Interest Rate Derivatives pricing library for my master's thesis in Economics af the department of Economics, University of Copenhagen.
A .NET library that provides fast, accurate and automatic differentiation (computes derivative / gradient) of mathematical functions.
Mathematics.NET is a C# class library that provides tools for solving mathematical problems.
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