Swaption pricing: Linear terminal swap rate method
|
|
4
|
3930
|
May 11, 2018
|
How to Use SIMM Lib for ALL Asset Classes to get Initial Margin
|
|
1
|
1041
|
February 16, 2018
|
Osgi bundle version of the libraries
|
|
6
|
1254
|
April 13, 2017
|
PV accrued interest for CDS
|
|
2
|
1235
|
March 9, 2017
|
Inflation swaps
|
|
1
|
1713
|
July 22, 2016
|
Pre installed VM's + training videos
|
|
1
|
1715
|
March 14, 2016
|
OG to identify vega risk
|
|
1
|
1739
|
October 16, 2015
|
Suitable for Algorithmic Trading?
|
|
1
|
2809
|
September 6, 2012
|
HullWhiteMonteCarloMethod and CashFlowEquivalent
|
|
3
|
2396
|
April 14, 2015
|
BondFutureOptionPremium upfront american option on bond futures?
|
|
0
|
1869
|
April 1, 2015
|
Order book in open gamma
|
|
1
|
1894
|
March 25, 2015
|
Support for risk metrics: conditional, ex ante, incremental, marginal VaR & drawdown
|
|
0
|
1762
|
January 21, 2015
|
Pricing and risk support for various bond types & credit risks
|
|
0
|
1731
|
January 21, 2015
|
Database structures / Data Model
|
|
1
|
2005
|
December 2, 2014
|
BondSecurity vs. BondSecurityDefinition
|
|
2
|
1852
|
October 1, 2014
|
Linear Algebra: Colt/Jama vs Apache Commons Math 3
|
|
1
|
3269
|
October 1, 2014
|
Test error in OG-Analytic on Windows 7 chinese version
|
|
2
|
1806
|
August 21, 2014
|
OG Analytics library examples
|
|
1
|
2231
|
August 6, 2014
|
Is the github branch stopping development?
|
|
3
|
2065
|
August 1, 2014
|
Is OG suitable for commodities trading?
|
|
1
|
2305
|
June 26, 2014
|
About loader scripts and the examples-simulated project
|
|
3
|
2129
|
June 18, 2014
|
Question about @Scriptable annotation
|
|
1
|
2093
|
June 17, 2014
|
No quantity data when viewing an Equity Portfolio
|
|
0
|
1652
|
June 16, 2014
|
Create-portfolio-template script is not working
|
|
4
|
2091
|
June 16, 2014
|
Question on swaption price in quant research paper "Hull-White one factor model: results and implementation"
|
|
2
|
25918
|
May 8, 2014
|
Web GUI missing second line
|
|
1
|
1770
|
May 1, 2014
|
Bond Pricing/Yield calculation comparision with Excel's YIELD
|
|
1
|
2146
|
January 30, 2014
|
Open Gamma Excel commercial license
|
|
1
|
2377
|
January 27, 2014
|
Using just the Open Gamma analytics library
|
|
2
|
2473
|
January 24, 2014
|
Yield curve generation documentation and examples
|
|
0
|
1736
|
January 24, 2014
|