do you have any of the Kealhofer's papers?

Hi all
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?
thanks 
Miguel

Hi all
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?

I would not recommend using CDS spreads since these give risk neutral PD that mostly overestmate the historical (real one) PD used for risk management calculations (modulo xva)

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 ...