Collection of useful models that actuaries can use to speed up their tasks.
| Algorithm | Source | Description |
|---|---|---|
| smith&wilson | Technical-documentation | Interpolation and extrapolation of missing interest rates |
| Algorithm | Source | Description |
|---|---|---|
| Correlated BM | TBD | Simple script to generate correlated Brownian motion in 2 dimensions |
New suggestions for algorithms are welcome.
If anybody is interested in publishing an algorithm they implemented, or help with the project, contact us and we will make it happen.
Queries and suggestions; gregor@osmodelling.com