Showing 1 open source project for "treasury"

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    LakshmiDROP

    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]...
    Downloads: 3 This Week
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