Parallel Patterns Implementation of PARSEC Benchmark Applications
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Updated
Dec 29, 2021 - C++
Parallel Patterns Implementation of PARSEC Benchmark Applications
QLDDS - Data Distribution Service for QuantLib
European Options Pricer for Equity Index, FX, Interest Rate Swaptions and CDS Swaptions
Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD
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