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Long-distance running on bits
Showing posts with label
Interface Implementation
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Showing posts with label
Interface Implementation
.
Show all posts
Wednesday, July 26, 2017
AlgLib : Ho-Lee Calibration Using Levenberg-Marquardt algorithm in VBA
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Some time ago, I published one possible C# implementation for Ho-Lee one-factor model calibration scheme using AlgLib numerical libraries...
Thursday, October 27, 2016
Alglib : SABR calibration in C#
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Discovering new tools for implementing numerical stuff is refreshing. This time, I wanted to present my calibration implementation for SABR ...
Saturday, October 15, 2016
Alglib : Ho-Lee calibration in C#
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A couple of years ago I published post on Ho-Lee short interest rate model calibration using Microsoft Solver Foundation (MSF). Solver is s...
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