This is a repository that contains interesting demos that can be applied in the financial industry.
See Documentation to find out more.
Demonstrate the dependency graph heavily used in Goldman Sache (SecDB), JPMorgan (Athena), Bank of America (Quartz) and Beacon.io.
For a single swap and a portfolio, show how we could display a risk ladder. The tenors would be based on market data used to build the curves. Two curves are involved in this demo, a projection curve and a funding curve.
Python is an extremely dynamic and flexible language. In this demo, the goal is to show how we can use python’s path_hooks mechanism to change imports from using local filesystem to a remote source.
As a bonus, this article also demonstrates creating necessary AWS resources via Cloudformation and how to remove them with a single command. There will be some basic performance analysis of the each remote source.