Lakshmi Krishnamurthy

icon indicating a website link https://lakshmidrip.github.io/DROP/ icon indicating an email [email protected]

icon company DROP icon location New York icon location B. Tech., Mech. Eng., Indian Institute of Technology, Madras Ph. D., Physics, Washington University Morgan Stanley Bell Labs

Results 3 repositories owned by Lakshmi Krishnamurthy

DROP

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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

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DRIP

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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

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DROP-Fixed-Income

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DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valua...

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