Search Results for "fixed asset pro"
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Showing 2 open source projects for "fixed asset pro"
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LakshmiDROP
Fixed Income Analytics, Portfolio Construction, Asset Backed Cost
DROP implements the model libraries and provides systems for fixed income valuation and adjustments, asset allocation and transaction cost analytics, and supporting libraries in numerical optimization and statistical learning. DROP is composed of four main libraries: [Asset Allocation] (https://lakshmidrip.github.io/DROP/AssetAllocationModule.html) [Fixed Income Analytics] (https://lakshmidrip.github.io/DROP/FixedIncomeModule.html) [Numerical Optimization] (https://lakshmidrip.github.io... -
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To create a set of classes to aide in the pricing and risk assesment of financial instruments. Fixed Income will be the first area of development but eventually the plan is to include any evaluable asset.
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