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View All on GitHub Barrier option replication example (AAD) 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py auto-differentiation/QuantLibAAD-Py Fast Risks with QuantLib in Python
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Fast Risks with QuantLib in Python
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#automatic-differentiation#quantitative-finance#risk-analysis
Heston model example with AAD 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py auto-differentiation/QuantLibAAD-Py Fast Risks with QuantLib in Python
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Fast Risks with QuantLib in Python
Python
#automatic-differentiation#quantitative-finance#risk-analysis
CDS example with sensitivities 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py auto-differentiation/QuantLibAAD-Py Fast Risks with QuantLib in Python
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22
Fast Risks with QuantLib in Python
Python
#automatic-differentiation#quantitative-finance#risk-analysis
Add an adjoint Bermudan swaption example 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py auto-differentiation/QuantLibAAD-Py Fast Risks with QuantLib in Python
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22
Fast Risks with QuantLib in Python
Python
#automatic-differentiation#quantitative-finance#risk-analysis
Port the adjoint American option example 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py auto-differentiation/QuantLibAAD-Py Fast Risks with QuantLib in Python
Open project →
22
Fast Risks with QuantLib in Python
Python
#automatic-differentiation#quantitative-finance#risk-analysis
enhancement good first issue
auto-differentiation/QuantLibAAD-Py auto-differentiation/QuantLibAAD-Py Fast Risks with QuantLib in Python
Open project →
22
Fast Risks with QuantLib in Python
Python
#automatic-differentiation#quantitative-finance#risk-analysis