interest-rate-model
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A composable lending protocol built on Solana, and inspired by Morpho Blue
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Feb 26, 2025 - Rust
Implementation of common interest rate models and their extensions.
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Jul 26, 2024 - C++
A Python-based framework for calibrating the Gaussian Short-Rate (GSR) interest rate model using TensorFlow and QuantLib, enabling precise and efficient swaption volatility surface fitting.
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Aug 3, 2025 - Python
Calibrating shifted 2-factor Gaussian short-rate model with iterative simulated annealing to market cap volatilities.
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Sep 6, 2025 - C++
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