Topic: sabr Goto Github
Some thing interesting about sabr
Some thing interesting about sabr
sabr,Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
User: jkirkby3
sabr,Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
User: jkirkby3
sabr,C# pricer that allows users to price a wide range of financial products.
User: metahris
sabr,SABR NelderMead volatility
User: nicholasferguson
sabr,Package for option pricing and volatility calibration for index (and FX) options
User: prodipta
sabr,Open source collection of baseball datasets
User: seanlahman
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