Labels

• analytics

  Analytics Input/Output Enhancement Utilities
• asset backed

  Asset Backed Loan Analytics Models
• dynamics

  Interest Rate Dynamics Module
• execution

  Execution Module
• exposure

  Capital, Exposure, and Margin Calculations
• feed

  Reference/Market Data Feed Loader
• function

  R¹ - R¹ and R^d - R¹ Functions and Solvers
• historical

  Position Historical Time Series Analyzer
• json

  RFC 4627 Compliant JSON Parser
• learning

  Empirical Statistical Learning Limit Utilities
• market

  Static Market Fields - the Definitions, the OTC/Exchange Traded Product
• measure

  Continuous and Discrete Measure Distributions and Variate Evolutions.
• optimization

  Necessary, Sufficient, and Regularity Checks for Gradient Descent in a Constrained Optimization Set
• param

  Core Suite of Parameters - Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters
• portfolio construction

  Optimal and Constrained Portfolio Construction Functionality
• pricer

  Custom Pricing Algorithms and the Derivative Fokker Planck Trajectory Generators
• product

  Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option Asset Classes
• regression

  Regression Test Runs for Fixed Income, Numerical Analysis, and Spline Libraries
• sequence

  Bounds Metrics for Random, Custom, and Functional Sequences