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waifod
/
quant_finance_models
Project containing the implementations of quantitative finance models
MIT License
5
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1
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Run clang-format across the whole codebase
#42
david-alvarez-rosa
closed
1 year ago
1
Ensure explicit ctor for models with one parameter
#41
david-alvarez-rosa
closed
1 year ago
0
Add namespace to all files header + implementation
#40
david-alvarez-rosa
closed
1 year ago
2
Nest header and implementation files in qfm dir
#39
david-alvarez-rosa
closed
1 year ago
0
Move `asset_expiration.cpp` file to correct location
#38
david-alvarez-rosa
closed
1 year ago
0
Minor README.md file update
#37
david-alvarez-rosa
closed
1 year ago
1
Split project into private vs. public interaces (APIs)
#36
david-alvarez-rosa
closed
11 months ago
2
Think about adding Unit Testing to the project
#35
david-alvarez-rosa
closed
11 months ago
3
Investigate about CI / CD with GitHub actions
#34
david-alvarez-rosa
closed
1 year ago
3
Create CLI interface to interact with the library
#33
david-alvarez-rosa
opened
1 year ago
6
Enable clients to pass the free-risk interest rate
#32
david-alvarez-rosa
closed
1 year ago
2
Add namespacing to all the files
#31
david-alvarez-rosa
closed
1 year ago
2
Figure out a way to get real market data using HTTP APIs
#30
david-alvarez-rosa
closed
11 months ago
8
Decide on copyright notice and make it consistent across files
#29
david-alvarez-rosa
closed
11 months ago
3
Implement Value at Risk (VaR) model
#28
david-alvarez-rosa
opened
1 year ago
0
Implement Monte Carlo variation of Black Scholes model
#27
david-alvarez-rosa
opened
1 year ago
0
Implement CAPM model
#26
david-alvarez-rosa
opened
1 year ago
0
Set up `clang-format` correctly and execute it across all files
#25
david-alvarez-rosa
closed
1 year ago
1
Update `README.md` file with better explanation / context
#24
david-alvarez-rosa
opened
1 year ago
0
Implement asset types as a C++ `enum` instead of static member variables
#23
david-alvarez-rosa
closed
1 year ago
2
Rely on specific class `AssetTicker` for asset ticker instead of using `std::string`
#22
david-alvarez-rosa
closed
11 months ago
2
Follow up on #17
#21
david-alvarez-rosa
closed
1 year ago
1
Split `MarketDataProvider` to just contain market data, not asset volatility
#20
david-alvarez-rosa
opened
1 year ago
2
Pass correct asset to `GetAssetSpotPrice`, i.e. underlying instead of option
#19
david-alvarez-rosa
closed
1 year ago
2
Get current time
#18
david-alvarez-rosa
closed
1 year ago
2
Too much stuff
#17
waifod
closed
1 year ago
2
Too much stuff
#16
waifod
closed
1 year ago
0
Move assets implementations
#15
waifod
closed
1 year ago
0
Move assets
#14
waifod
closed
1 year ago
0
Removing "using namespace std;"
#13
waifod
closed
1 year ago
4
Cleaning up
#12
waifod
closed
1 year ago
1
Fixed computation of price via black-scholes
#11
waifod
closed
1 year ago
1
Add boost libraries to project CMake
#10
david-alvarez-rosa
closed
1 year ago
0
Extend testing via main.cpp and go forth with black_scholes implement…
#9
waifod
closed
1 year ago
0
Fix build by including required files and use right signatures
#8
david-alvarez-rosa
closed
1 year ago
1
Implement preliminary classes
#7
waifod
closed
1 year ago
0
Create minimal skeleton for C++ project
#6
david-alvarez-rosa
closed
1 year ago
0
Update yahoo-finance module to use HTTPS instead of SSH
#5
david-alvarez-rosa
closed
1 year ago
0
Add yahoo-finance module
#4
david-alvarez-rosa
closed
1 year ago
0
Update README.md with more information and next steps
#3
david-alvarez-rosa
closed
1 year ago
0
Updated readme with list of projects
#2
waifod
closed
1 year ago
0
Create README.md file
#1
david-alvarez-rosa
closed
1 year ago
2
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