A simple curve bootstraping tool based on ORE/QuantLib

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  • License: MIT License
  • Author: Jose Melo
  • Requires: Python >=3.9
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# CurveEngine

A simple curve bootstrapping tool. It uses ORE as backend and parses configuration files and transform them into QL/ORE objects.

For examples, visit https://github.com/jmelo11/curveengine

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Avatar for jmelo from gravatar.com jmelo

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  • License: MIT License
  • Author: Jose Melo
  • Requires: Python >=3.9
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1.1.7

1.1.6

1.1.5

1.1.4

1.1.3

1.1.2

1.1.1

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1.1.0

1.0.2

1.0.1

1.0.0

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