lcohan

Pinned Repositories

• alphacast-python-sdk

  Alphacast Python Library

  Language:Python4211

• connectors-main

  Guidance and Project management for Open-Source Alphacast Connectors

  85

• frontend-documentation

  Language:MDX0200

• rateslib

  A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

  Language:Python15249727

lcohan's Repositories