REDUKTI
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- 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).
redukti/OpenRedukti’s past year of commit activity - 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.
redukti/PyRedukti’s past year of commit activity - redukti.github.io Public
redukti/redukti.github.io’s past year of commit activity
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