Arjan Suri

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icon company @enrichify icon location Dallas, Texas icon location CS + Applied Math @ UT Austin • ML Researcher • FinTech Builder • Quantitative Analyst Building for impact through machine learning.

Results 2 comments of Arjan Suri

Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments

Hi, I just wanted to clarify if this issue is still open and if I could take a stab at pr? @lballabio , @azarxa

Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments

How can I recreate the issue locally? @azarxa