finmath/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
JavaApache-2.0
Issues
- 1
CDS Schedules
#72 opened by AlessandroGnoatto - 0
Error with the xml files
#92 opened by Mephistopheles-0 - 2
- 4
Kotlin outdated
#79 opened by thre3eye - 1
Non-vanilla Bermudan Swaption
#78 opened by summepau - 1
- 4
Observer Pattern and lazy recalculation
#39 opened by AlessandroGnoatto - 1
Class Diagram is obsolete
#71 opened by AlessandroGnoatto - 2
question on SABRVolatilityCube
#75 opened by summepau - 9
Fourier Methods - Major rewrite needed.
#41 opened by AlessandroGnoatto - 1
Consider unification of models
#45 opened by AlessandroGnoatto - 1
- 1
- 1
TimeDiscretization inconsistency
#58 opened by delreluca - 2
Kotlin curve calibration test
#59 opened by arizeo - 0
- 1
Make finmath lib an OSGi bundle (again).
#56 opened by cfries - 0
- 0
- 0
net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest may take very long.
#53 opened by cfries - 1
Add travis integration test for Java 8.
#23 opened by cfries - 1
- 4
- 2
finmath-lib vs finmath-experiments
#2 opened by aoboturov - 0
Missing AbstractDiscountCurve class
#35 opened by NiklasRodi - 1
B&S ImpliedVolatilty for a put
#19 opened by loogies06 - 4
Non-open source code?
#15 opened by sanity - 1
- 4
- 7
- 2
- 0
Update a REDAME.md file
#1 opened by aoboturov