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opensimm from group com.opengamma (version 1.0)
Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives.
Artifact opensimm
Group com.opengamma
Version 1.0
Last update 06. March 2015
Tags: simm cleared model standard implementation initial isda proposed margin derivatives reference
Organization OpenGamma
URL https://github.com/OpenGamma/OpenSIMM
License The Apache Software License, Version 2.0
Dependencies amount 0
Dependencies No dependencies
There are maybe transitive dependencies!
Group com.opengamma
Version 1.0
Last update 06. March 2015
Tags: simm cleared model standard implementation initial isda proposed margin derivatives reference
Organization OpenGamma
URL https://github.com/OpenGamma/OpenSIMM
License The Apache Software License, Version 2.0
Dependencies amount 0
Dependencies No dependencies
There are maybe transitive dependencies!
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