product-control

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AmberVats / derivative-valuation-fva-toolkit

Derivative Valuation & Fair Value Adjustment (XVA) Toolkit: OOP instrument hierarchy, Black-Scholes, Monte Carlo, DCF, yield curve bootstrapping, Greeks/DV01 sensitivities, and FVA/CVA/Bid-Offer reserves.

python monte-carlo quantitative-finance cva black-scholes risk-management derivatives-pricing xva fva product-control yield-curve-bootstrapping

Updated Aug 15, 2026
Python

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