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Showing posts with label
Functional Programming Paradigm
.
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Showing posts with label
Functional Programming Paradigm
.
Show all posts
Wednesday, December 26, 2018
QuantLib-Python: Multiprocessing Method Wrapper
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In this post, I published a program for simulating term structure up to 30 years with daily time step, using Hull-White one-factor model. T...
Sunday, August 6, 2017
C++11 : modelling one-factor processes using functional programming paradigm
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There was an interesting technical article on July 2017 Wilmott magazine written by Daniel Duffy and Avi Palley. This multi-page article w...
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