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Swaption pricing: Linear terminal swap rate method
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5
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3428
|
May 11, 2018
|
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How to Use SIMM Lib for ALL Asset Classes to get Initial Margin
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2
|
755
|
February 16, 2018
|
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Osgi bundle version of the libraries
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|
7
|
953
|
April 13, 2017
|
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PV accrued interest for CDS
|
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3
|
965
|
March 9, 2017
|
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Inflation swaps
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2
|
1353
|
July 22, 2016
|
|
Pre installed VM's + training videos
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2
|
1445
|
March 14, 2016
|
|
OG to identify vega risk
|
|
2
|
1479
|
October 16, 2015
|
|
Suitable for Algorithmic Trading?
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|
2
|
2607
|
September 6, 2012
|
|
HullWhiteMonteCarloMethod and CashFlowEquivalent
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4
|
2198
|
April 14, 2015
|
|
BondFutureOptionPremium upfront american option on bond futures?
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1
|
1600
|
April 1, 2015
|
|
Order book in open gamma
|
|
2
|
1613
|
March 25, 2015
|
|
Support for risk metrics: conditional, ex ante, incremental, marginal VaR & drawdown
|
|
1
|
1523
|
January 21, 2015
|
|
Pricing and risk support for various bond types & credit risks
|
|
1
|
1494
|
January 21, 2015
|
|
Database structures / Data Model
|
|
2
|
1791
|
December 2, 2014
|
|
BondSecurity vs. BondSecurityDefinition
|
|
3
|
1657
|
October 1, 2014
|
|
Linear Algebra: Colt/Jama vs Apache Commons Math 3
|
|
2
|
2909
|
October 1, 2014
|
|
Test error in OG-Analytic on Windows 7 chinese version
|
|
3
|
1568
|
August 21, 2014
|
|
OG Analytics library examples
|
|
2
|
1966
|
August 6, 2014
|
|
Is the github branch stopping development?
|
|
4
|
1808
|
August 1, 2014
|
|
Is OG suitable for commodities trading?
|
|
2
|
2044
|
June 26, 2014
|
|
About loader scripts and the examples-simulated project
|
|
4
|
1891
|
June 18, 2014
|
|
Question about @Scriptable annotation
|
|
2
|
1845
|
June 17, 2014
|
|
No quantity data when viewing an Equity Portfolio
|
|
1
|
1446
|
June 16, 2014
|
|
Create-portfolio-template script is not working
|
|
5
|
1878
|
June 16, 2014
|
|
Question on swaption price in quant research paper "Hull-White one factor model: results and implementation"
|
|
3
|
25635
|
May 8, 2014
|
|
Web GUI missing second line
|
|
2
|
1563
|
May 1, 2014
|
|
Bond Pricing/Yield calculation comparision with Excel's YIELD
|
|
2
|
1891
|
January 30, 2014
|
|
Open Gamma Excel commercial license
|
|
2
|
2109
|
January 27, 2014
|
|
Using just the Open Gamma analytics library
|
|
3
|
2209
|
January 24, 2014
|
|
Yield curve generation documentation and examples
|
|
1
|
1518
|
January 24, 2014
|
