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@redukti

REDUKTI

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  1. OpenRedukti Public

    OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It provid…

    C 10

  2. PyRedukti Public

    PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps…

    Python 11 1

  3. TestData Public

    Test data used for demo purposes

    Lua

Repositories

Showing 4 of 4 repositories
  • OpenRedukti Public

    OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It provides a scripting environment in Python and Ravi (a Lua dialect).

    C 10 GPL-3.0 0 4 0 Updated Jul 28, 2023
  • PyRedukti Public

    PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.

    Python 11 1 5 2 Updated Jul 5, 2023
  • redukti.github.io Public
    HTML 0 0 0 0 Updated Jul 6, 2019
  • TestData Public

    Test data used for demo purposes

    Lua 0 0 0 0 Updated Oct 5, 2017

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