Open Source Modelling

icon company OS Modelling s.r.l. icon location United Kingdom, Italy icon location Actuarial algorithms that save practitioners time and effort.

Results 3 issues of Open Source Modelling

Add Two Factor Vasicek

2 comment

When ready, 2F Vasicek needs to be included in this repository as planned

Test Nelson Siegel Svansson

good first issue

Cholesky decomposition

We use the Cholesky decomposition in the nDim Brownian motion. Do you think it would be valuable to others to make that a stand-alone repository?