autocall-monte-carlo | repository contains code for pricing a Phoenix Autocallable

by riskfuel Rust Version: Current License: No License

X-Ray Key Features Code Snippets Community Discussions Vulnerabilities Install Support

kandi X-RAY | autocall-monte-carlo Summary

autocall-monte-carlo is a Rust library. autocall-monte-carlo has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

This repository contains code for pricing a Phoenix Autocallable Note on a worse-of basket of equities. The Monte-Carlo simulation is built with a bi-linearly inteprolated local volatility surface. Dividends aren't supported yet.

Support

Quality

Security

License

Reuse

Support

autocall-monte-carlo has a low active ecosystem.

It has 1 star(s) with 0 fork(s). There are 1 watchers for this library.

It had no major release in the last 6 months.

There are 1 open issues and 1 have been closed. On average issues are closed in 70 days. There are 3 open pull requests and 0 closed requests.

It has a neutral sentiment in the developer community.

The latest version of autocall-monte-carlo is current.

Quality

autocall-monte-carlo has no bugs reported.

Security

autocall-monte-carlo has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

autocall-monte-carlo does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

autocall-monte-carlo releases are not available. You will need to build from source code and install.

Installation instructions, examples and code snippets are available.

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autocall-monte-carlo Key Features

No Key Features are available at this moment for autocall-monte-carlo.

autocall-monte-carlo Examples and Code Snippets

No Code Snippets are available at this moment for autocall-monte-carlo.

Community Discussions

No Community Discussions are available at this moment for autocall-monte-carlo.Refer to stack overflow page for discussions.

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install autocall-monte-carlo

Fortran is required by some Linear Algebra libraries.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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