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quantum-ml-geek's Projects

altnnpub icon altnnpub

Public code for our paper https://ssrn.com/abstract=3958331

cmdty-core icon cmdty-core

Core tools for the valuation and optimisation of physical commodity assets.

curves icon curves

Tools for building commodity forward, swaps, and futures curves (Python and .NET).

dotnet-native icon dotnet-native

Template to build a multi-platforms Native Net 6.0 Nuget package using dotnet cli

funvol icon funvol

This repository contains the implementation of FuNVol for simulating implied volatility surfaces and market data

java-native icon java-native

Template to build a multi-platforms Native Java Maven package

pyfeng icon pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

python-native icon python-native

Test to build a multi-platforms Native Python 3 package using pip

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