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