Financial Features

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pauljbernard edited this page Oct 27, 2014 · 3 revisions

Date Calculations: Calendars, Date Calculations, Day Count Methods
Instrument Pricing: Options, Bonds, Swaps.
Models: Yield Curves, Interest Rates, Volatility
Extensibility: Financial Instruments, Pricing Engines, Term Structures

Quantitative Intelligence / Spectrum - Open Source Capability Based Distributions