xva

There are 6 repositories under xva topic.

DiscUtils/DiscUtils
Utility libraries to interact with discs, filesystem formats and more
Language:C#720 34 181179
mgroncki/IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Language:Jupyter Notebook142 16 070
xvacode/xVA
R Packing Calculating Credit Risk Valuation Adjustments
Language:R14 7 010
nathan242/xva2img
Extract IMG disk images from XVA files
Language:Python1 1 01
MathQuantLab/xva-monte-carlo-gpu
XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations
Language:C++0 1 00
carljohanrehn/quantlib-xva
XVA Calculations with QuantLib
Language:Python2 02