A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and ...
The provided course notes cover the required material and much more. The main topics you will need for Data Analytics involve computing derivatives (and occasionally an integral). The majority of the ...
Unlike better-known catastrophe bonds, which help to shield insurers against rare natural disasters, so-called weather derivatives offer protection from less severe but more common meteorological ...
You can also listen to this podcast on iono.fm here. BOITUMELO NTSOKO: Today we’re diving into the world of derivatives. It’s a term that may sound intimidating but is actually a powerful tool ...
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained ...