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Pull requests: gbfredrik/MSc-Financial-Mathematics-Multi-Curve-Modeling-Risk-Performance-Attribution

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Pull requests list

Reworked MR simulation.
#35 by gbfredrik was merged Feb 9, 2021 • Approved
@gbfredrik
Validate pca
#34 by gbfredrik was merged Aug 24, 2020
@gbfredrik
Dll
#33 by gbfredrik was merged Jul 7, 2020
@gbfredrik
Mle refactor
#32 by gbfredrik was merged Jun 30, 2020
1
@gbfredrik
Fx term structure simulation
#31 by CorneliaMW was merged Jun 22, 2020
Marginal estimation and copula estimation in one run. Sorted out inva…
#30 by CorneliaMW was merged Jun 16, 2020
Backtesting
#29 by gbfredrik was merged Jun 15, 2020
@gbfredrik
Fx term structure simulation
#28 by CorneliaMW was merged Jun 15, 2020
Mle
#27 by CorneliaMW was merged Jun 14, 2020
Risk measurement
#26 by gbfredrik was merged Jun 11, 2020
@gbfredrik
Updating MLE from master
#25 by gbfredrik was merged Jun 10, 2020
@gbfredrik
Dll interface
#24 by gbfredrik was merged Jun 10, 2020
@gbfredrik
Backtesting
#23 by OLWettergren was merged Jun 4, 2020
Risk factor calculation
#22 by gbfredrik was merged Jun 2, 2020
@gbfredrik
Mle
#21 by CorneliaMW was merged Jun 2, 2020
Term structure simulation
#20 by CorneliaMW was merged Jun 2, 2020
@CorneliaMW
Updating branch
#19 by gbfredrik was merged May 31, 2020
@gbfredrik
Refactoring
#18 by gbfredrik was merged May 31, 2020
@gbfredrik
Term structure simulation
#17 by gbfredrik was merged May 29, 2020
@gbfredrik
Dependencies update
#16 by gbfredrik was merged May 26, 2020
@gbfredrik
Raw interpol enhancement New feature or request
#15 by OLWettergren was merged May 22, 2020
@OLWettergren
Risk factor calculation
#11 by gbfredrik was merged May 18, 2020
@gbfredrik
Arnoldi rework
#10 by gbfredrik was merged May 18, 2020
@gbfredrik
Term structure simulation
#9 by chreduards was merged May 7, 2020
@chreduards
Implemented full SVD by Eigen BDCSVD
#8 by gbfredrik was merged May 6, 2020
@gbfredrik
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