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License > OSI Approved > GNU General Public License (GPL) |
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2 projects in result set.
0. 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. | |
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Activity Percentile: 0.00 Registered: 2008-01-01 18:41 |
1. 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. | |
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Activity Percentile: 0.00 Registered: 2015-09-20 17:34 |