Pinned Repositories
CCR-for-CDS-and-Default-Swaptions
Counterparty Credit Risk Valuation for CDS and default swaptions
DiscreteOptimization
Discrete Optimization - Coursera
FERM-1
Coursera Financial Engineering and Risk Management Columbia University
FERM-2
Coursera Financial Engineering and Risk Management Columbia University Part II
interest-rate
Interest Rate Models, Baruch group project
isda_model
PortAnalytics
Introduction to Portfolio Construction and Analysis with Python - Coursera
PortAnalyticsAdvanced
Advanced Portfolio Construction and Analysis with Python - Coursera
QuantLearn
QuantLearn repo
QuantLib-Lambda
My AWS Lambda based QuantLib swap exposures code repo
suhasghorp's Repositories
suhasghorp/FinancePy
suhasghorp/algo-trading
suhasghorp/cpp_hpc_tutorial
C++ HPC Tutorial materials
suhasghorp/cva-simm-riskflow
An xVA quantitative library written in python using tensorflow
suhasghorp/daily-bite-cpp
A directory for the Daily bit(e) of C++ series of posts.
suhasghorp/ece459
ECE 459: Rust Programming for Performance
suhasghorp/go-algo
suhasghorp/http-server-Celeris
Celeris is a high-performance backend technology built with C++. Inspired by the meaning "fast" or "rapid" in Latin, Celeris is designed to provide developers with a modern and efficient way to build backend APIs, similar to popular frameworks like FastAPI or Node.js but with the power of C++.
suhasghorp/indivi_collection
A collection of std-like containers written in C++11. Features fast unordered flat map/set, configurable double-ended vector and sparse deque.
suhasghorp/java-nio_uring
High performance I/O library for Java using io_uring under the hood
suhasghorp/learning-go-2875237
Learning Go
suhasghorp/Limit-Order-Book-Frame
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
suhasghorp/mbs-val
mortgage backed security analysis
suhasghorp/modern-cpp-features
A cheatsheet of modern C++ language and library features.
suhasghorp/Modern-CPP-Programming
Modern C++ Programming Course
suhasghorp/modern_cpp_tutorials
Tutorials in modern c++
suhasghorp/nivedsuresh-BAINSIGHT
Java trading aeron
suhasghorp/parikh_quantitative_finance
Codes for all the concepts related to quantitative finance
suhasghorp/perf-ninja
This is an online course where you can learn and master the skill of low-level performance analysis and tuning.
suhasghorp/pythonswaps
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
suhasghorp/ql-notebooks
suhasghorp/quantitative_derivatives_models
Quantitative Derivatives Models
suhasghorp/rahimi-cpplab
Interesting C++ Code
suhasghorp/Rust-Limit-Order-Book
Rust Limit Order Book
suhasghorp/shashankvemuri-Finance
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
suhasghorp/springboot-microservice-yas
YAS: Yet Another Shop, a sample microservices project in Java
suhasghorp/StructuredProducts-AbsBox
a cashflow engine wrapper for structured finance professionals
suhasghorp/thinkcell_test
suhasghorp/xva-monte-carlo-gpu
XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations
suhasghorp/zpp_bits
A lightweight C++20 serialization and RPC library