What do you think about this new programming language in quantitative finance particularly in classical quant finance i.e. derivatives pricing. Pros and cons vs C++/Python or other software as matlab. It is worth studying it?
Is there any specialist working with the Calypso software.
Have you implemented implied derivatives curves (fully implied by derivatives i.e. short rates implied by the forward FX rate ). What about the multicurve framework in this software?
Hello Do you have an opinion about what product is better for market risk analytics Numerix, Fincad or others? Particularly for the calculation of xVAs and FRTB? What do you think about building a system using quantlib? Have you used http://www.opensourcerisk.org/ ? Keep in mind that I am talking ...