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Swaption pricing: Linear terminal swap rate method
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4
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3583
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May 11, 2018
|
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How to Use SIMM Lib for ALL Asset Classes to get Initial Margin
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1
|
823
|
February 16, 2018
|
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Osgi bundle version of the libraries
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6
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1024
|
April 13, 2017
|
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PV accrued interest for CDS
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2
|
1026
|
March 9, 2017
|
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Inflation swaps
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1
|
1447
|
July 22, 2016
|
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Pre installed VM's + training videos
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1
|
1514
|
March 14, 2016
|
|
OG to identify vega risk
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1
|
1551
|
October 16, 2015
|
|
Suitable for Algorithmic Trading?
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|
1
|
2659
|
September 6, 2012
|
|
HullWhiteMonteCarloMethod and CashFlowEquivalent
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3
|
2257
|
April 14, 2015
|
|
BondFutureOptionPremium upfront american option on bond futures?
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0
|
1665
|
April 1, 2015
|
|
Order book in open gamma
|
|
1
|
1703
|
March 25, 2015
|
|
Support for risk metrics: conditional, ex ante, incremental, marginal VaR & drawdown
|
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0
|
1592
|
January 21, 2015
|
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Pricing and risk support for various bond types & credit risks
|
|
0
|
1561
|
January 21, 2015
|
|
Database structures / Data Model
|
|
1
|
1856
|
December 2, 2014
|
|
BondSecurity vs. BondSecurityDefinition
|
|
2
|
1708
|
October 1, 2014
|
|
Linear Algebra: Colt/Jama vs Apache Commons Math 3
|
|
1
|
3029
|
October 1, 2014
|
|
Test error in OG-Analytic on Windows 7 chinese version
|
|
2
|
1624
|
August 21, 2014
|
|
OG Analytics library examples
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|
1
|
2043
|
August 6, 2014
|
|
Is the github branch stopping development?
|
|
3
|
1872
|
August 1, 2014
|
|
Is OG suitable for commodities trading?
|
|
1
|
2119
|
June 26, 2014
|
|
About loader scripts and the examples-simulated project
|
|
3
|
1952
|
June 18, 2014
|
|
Question about @Scriptable annotation
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|
1
|
1914
|
June 17, 2014
|
|
No quantity data when viewing an Equity Portfolio
|
|
0
|
1494
|
June 16, 2014
|
|
Create-portfolio-template script is not working
|
|
4
|
1932
|
June 16, 2014
|
|
Question on swaption price in quant research paper "Hull-White one factor model: results and implementation"
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|
2
|
25703
|
May 8, 2014
|
|
Web GUI missing second line
|
|
1
|
1610
|
May 1, 2014
|
|
Bond Pricing/Yield calculation comparision with Excel's YIELD
|
|
1
|
1945
|
January 30, 2014
|
|
Open Gamma Excel commercial license
|
|
1
|
2174
|
January 27, 2014
|
|
Using just the Open Gamma analytics library
|
|
2
|
2278
|
January 24, 2014
|
|
Yield curve generation documentation and examples
|
|
0
|
1572
|
January 24, 2014
|
