otc-derivatives

Here are 4 public repositories matching this topic...

Study notes and notebooks for OTC derivatives pricing, Monte Carlo, FDM, volatility surface, IR and credit derivatives.

Institutional High-Performance Quantitative Trading Engine & Terminal CLI for OTC Commodity Derivatives (C++20, Rust, Go, Python)

This project simulates workflows used by treasury operations desks at global banks — covering FX, Money Markets (MM), and OTC Derivatives

finance simulator plotly fx capital-markets yfinance money-markets otc-derivatives treasury-operations

Confidential multilateral portfolio compression for OTC derivatives, built on the Canton Network.

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