Open Issues Need Help
View All on GitHub Margin risk metrics: mean, std, VaR, expected shortfall about 1 month ago
enhancement good first issue
Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Python
Config loading from configs/ and environment about 1 month ago
enhancement good first issue
Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Python
Delivery calendar and forward product definitions about 1 month ago
enhancement good first issue
Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Python