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initial-margin

Here are 2 public repositories matching this topic...

meenmo / ISDA_SIMM

Implementation of ISDA SIMM v2.3~2.6

derivatives risk-management derivatives-pricing isda initial-margin isda-simm

Updated Jan 7, 2024
Python

TommasoBelluzzo / InitialMargin

A .NET implementation of Initial Margin models.

risk-analysis risk-models quantitative-finance financial-data financial-analysis sensitivities financial-markets risk-management quantitative-analysis crif quantitative-methods financial-instruments simm initial-margin

Updated Nov 2, 2019
C#

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