bermudan-swaption

Here are 2 public repositories matching this topic...

I-am-Uchenna / quant_engine

Production-grade Hull-White Bermudan swaption pricing engine with C++17 analytics, pybind11 bindings, FRED/DuckDB data ingestion, Ray distribution, gRPC delivery, mathematical invariants, CI wheels, and Streamlit visualization.

derivatives pybind11 hull-white streamlit quant-finance bermudan-swaption

Updated Jun 22, 2026
Python

giacomocosta0101-png / Bermudan-Swaptions-HullWhite-and-NIG-Pricing-Financial-Engineering-Course

Star

Bermudan swaptions on a Hull–White trinomial tree and NIG calibration on EURO STOXX 50 via Lewis/FFT — Financial Engineering course, PoliMi

matlab fft quantitative-finance polimi financial-engineering levy-processes hull-white structured-products trinomial-tree bermudan-swaption

Updated Sep 24, 2026
MATLAB

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