Implementation Modules
Each module addresses a specific quantitative implementation problem. Modules are independent, focused and designed to bridge theoretical models with production-style engineering.
Module Library
A curated set of implementation-focused modules currently under development with selected contributors.
CVA Implementation Framework
Build an end-to-end CVA workflow including exposure simulation, netting and CSA mechanics, default integration and validation architecture.
ADVANCED · PYTHON
In development
Volatility Surface Construction
Construction, interpolation and arbitrage checks of volatility surfaces for equity derivatives and structured products.
ADVANCED · PYTHON
In development
Monte Carlo Exposure Engine
Scenario generation, path simulation, payoff aggregation and scalable architecture for large OTC portfolios.
ADVANCED · PYTHON
In development