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calibration

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Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

  • Updated May 15, 2024
  • Python

SAGECal is a fast, memory efficient and GPU accelerated radio interferometric calibration program. It supports all source models including points, Gaussians and Shapelets. Distributed calibration using MPI and consensus optimization is enabled. Both spectral and spatial priors can be used as constraints. Tools to build/restore sky models are inc…

  • Updated May 14, 2024
  • C

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