Relevant parts of the source code for Master's thesis "Data-driven xVA exposure calculation for a portfolio of interest rate swaps"
Some parts of the code rely on or are based on the source code published by Isabelle Frodé & Viktor Sambergs as a part of their Master's thesis in the repository: https://github.com/frodiie/Credit-Exposure-Prediction-GRU
Requirements for the project given in requirements.txt.
Requires Docker and Docker compose installation.
$ docker-compose up --build -d mongodb
$ docker-compose exec mongodb bash
Logging to the database inside the container:
$ mongosh -u username -p password