Hi,
please recommend a commercial quant analytics library for use on the buy side mostly with linear (some non-linear) fixed income.
Should have fairly cutting edge curves building technology.
Needs to have an API.
Thanks very much!
m
Why do you think it's so bad? do you mean the execution of the authors is bad or do you mean the whole approach is just idiotic?Applications of maths and computers in magic are still undervalued. To start with https://arxiv.org/abs/1709.03803