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isda

Here are 3 public repositories matching this topic...

meenmo / ISDA_SIMM

Implementation of ISDA SIMM v2.3~2.6

derivatives risk-management derivatives-pricing isda initial-margin isda-simm

Updated Jan 7, 2024
Python

kmedian / yearfrac

Difference between dates as a fraction of 1 year

pypi day-count isda date-calculation year-difference day-count-method icma

Updated May 9, 2023
Python

suhasghorp / isda_model

python cds isda

Updated Oct 23, 2019
Python

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