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Topic > Finance > Derivatives

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4 projects in result set.

0. Counterparty Credit Risk Management - This project contains techniques measuring the counterparty credit risk management based on the Basel III regulatory framework. Currently, the SA-CCR exposure-at-default method and valuation adjustments including CVA, DVA, FVA, MVA, KVA are included.
Development Status : 5 - Production/Stable [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Programming Language : R [Filter] Topic : Finance : Derivatives [Filter] Topic : Finance : Fixed Income [Filter] Topic : Finance : Risk Management [Filter]	Activity Percentile: 0.00 Registered: 2015-09-20 17:34

1. QuantLab - The package QuantLab contains a collection of R-commands, which support computer experiments in the fields of probability, stochastic processes, stochastic analysis and mathematical finance.

Development Status : 2 - Pre-Alpha [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R [Filter]
Topic : Finance : Derivatives [Filter]
Topic : Optimization : Mathematical Programming : Stochastic Programming [Filter]

Activity Percentile: 0.00

Registered: 2009-03-03 13:13

2. RQuantLib - R interface to QuantLib - The RQuantLib package provides an interface for GNU R to the QuantLib library for modeling, trading, and risk management of financial assets.
Development Status : 4 - Beta [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Programming Language : C/C\+\+ [Filter] Programming Language : R [Filter] Topic : Finance : Derivatives [Filter] Topic : Finance : Fixed Income [Filter]	Activity Percentile: 0.00 Registered: 2008-01-01 18:41

3. Project ORBIT - Project ORBIT will be the central information repository of the effort to integrate Optimization, R stats, and pentaho BI open source Technologies.

Development Status : 1 - Planning [Filter]
Environment : Win32 (MS Windows) [Filter]
Intended Audience : End Users/Desktop [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : Java [Filter]
Programming Language : PHP [Filter]
Programming Language : R [Filter]
Topic : Database : R Interfaces [Filter]
Topic : Econometrics : Matrix Manipulations [Filter]
Topic : Finance : Derivatives [Filter]

Activity Percentile: 0.00

Registered: 2007-12-04 17:10