alexabrahams/qwack

A modern quantitative finance framework that makes the complex simple

qwack pronouced /kju:.wak/

A modern quantitative finance framework that makes the complex simple

We are starting to document over at

Documentation

We have a number of blog posts about the project

Off the starting line

The multi curve interest rates model

The details of setting up a CI .net project

Builing a quant library starts with the date

Solving the post 2007 crisis rate curve