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For pricing bonds that are issued with face values other than $100 (e.g. baby bonds which are issued with FV of $25), there is an automatic conversion of any prices calculated to be out of $100 in bot…
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Create object that contains a portfolio of bonds
Calculate duration, convexity and price
Pricing from discount curve object
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Currently, RustQuant lacks a robust mechanism to generate cashflow schedules that can be utilized in conjunction with pricing models and financial instruments. This functionality is essential for accu…
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[securitised-origination-warehouse-financing-a-flexible-funding-tool.pdf](https://github.com/user-attachments/files/16647497/securitised-origination-warehouse-financing-a-flexible-funding-tool.pdf)
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# Lines of code
https://github.com/code-423n4/2023-02-kuma/blob/3f3d2269fcb3437a9f00ffdd67b5029487435b95/src/kuma-protocol/MCAGRateFeed.sol#L75-L97
# Vulnerability details
## Impact
MCAGRateFeed#…
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### Status Update 20161203 master branch
### Status
In the current master branch there are following instrument types supported:
- forwards (fx, bonds and equity)
- futures (equity and bond)
- Eu…
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I have seen that a new example 43 on bonds has been added . I have this error while running it. Anybody has the same error ?
![image](https://user-images.githubusercontent.com/82666104/235713421-21…
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Hello, Sir.
Recently, I have been learning the model of mixed frequency data. I found relevant codes of GARCH-MIDAS model in your GitHub, but I lack the source data file named “CA_reg_data_2021-…
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# Lines of code
https://github.com/code-423n4/2023-08-dopex/blob/main/contracts/core/RdpxV2Core.sol#L481-L483
https://github.com/code-423n4/2023-08-dopex/blob/main/contracts/perp-vault/PerpetualAtlan…