Tools and frameworks for pricing fixed-income securities and derivatives, and for performing risk analytics. This category covers clean, composable libraries that support discounting, pricing primitives, exposure calculations and cross-language parity, forming the backbone of quantitative finance workflows.
Featured Work
FinCraftr: Cross-Language Pricing & Risk Toolkit
A cross-language toolkit that implements core pricing and risk functions—discounting, PV/DV01, and option parity—in both Python and C++. It documents my progression through Arratia’s Computational Finance, consolidating theory into reproducible code and laying a base for more advanced models.
PythonC++