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nelson_siegel_svensson
nelson_siegel_svensson PublicImplementation of the Nelson-Siegel-Svensson interest rate curve model.
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monte-carlo-contracts
monte-carlo-contracts PublicComposable financial contracts with Monte Carlo valuation
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longstaff_schwartz
longstaff_schwartz PublicA Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
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