jmelo11

From Chile

Chile

Pinned Repositories

atlas
Pricing Library
Language:C++30
atlasdocs
Atlas Docs
Language:HTML00
curveengine
simplified curve bootstrapping tool
Language:Python00
curveenginedocs
CurveEngine Docs
Language:HTML00
curvemanager
Microservice-oriented curve bootstrapping tool with QuantLib
Language:C++00
Engine
Open Source Risk Engine
Language:C++00
example
example
00
LMM_CVA
Example implementation of the LMM, applied to CVA
Language:Jupyter Notebook10
QuantScript
Scripting language for describing financial cashflows
Language:C++00

jmelo11's Repositories

jmelo11/atlas
Pricing Library
Language:C++30
jmelo11/LMM_CVA
Example implementation of the LMM, applied to CVA
Language:Jupyter Notebook10
jmelo11/atlasdocs
Atlas Docs
Language:HTML00
jmelo11/curveengine
simplified curve bootstrapping tool
Language:Python00
jmelo11/curveenginedocs
CurveEngine Docs
Language:HTML00
jmelo11/curvemanager
Microservice-oriented curve bootstrapping tool with QuantLib
Language:C++00
jmelo11/Engine
Open Source Risk Engine
Language:C++00
jmelo11/example
example
00
jmelo11/QuantScript
Scripting language for describing financial cashflows
Language:C++00
jmelo11/externalpackages
packages used in my projects
Language:CMake
jmelo11/pybind11
Seamless operability between C++11 and Python
jmelo11/pybindtutorial
Tutorial Pybind11
Language:C++
jmelo11/QuantLib
The QuantLib C++ library
Language:C++
jmelo11/QuantLib-SWIG
The QuantLib extension modules
Language:Python
jmelo11/quantlibparser
Tools for mapping json objects to QL objects
Language:C++
jmelo11/rad
Automatic differentiation in Rust
jmelo11/XAD
Fast automatic differentiation in C++
Language:C++