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Carzit
/

UBS-RAN

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Carzit commited on Jun 20

Commit

74ab6fd

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1 Parent(s): 2b1638b

Upload 4 files

Files changed (5) hide show

.gitattributes CHANGED Viewed

@@ -53,3 +53,5 @@ saved_model/**/* filter=lfs diff=lfs merge=lfs -text
 *.jpg filter=lfs diff=lfs merge=lfs -text
 *.jpeg filter=lfs diff=lfs merge=lfs -text
 *.webp filter=lfs diff=lfs merge=lfs -text

 *.jpg filter=lfs diff=lfs merge=lfs -text
 *.jpeg filter=lfs diff=lfs merge=lfs -text
 *.webp filter=lfs diff=lfs merge=lfs -text
+market-data-swaption-vols.csv filter=lfs diff=lfs merge=lfs -text
+trade-price-ir-vegas.csv filter=lfs diff=lfs merge=lfs -text

market-data-swap-rates.csv ADDED Viewed

The diff for this file is too large to render. See raw diff

market-data-swaption-vols.csv ADDED Viewed

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trade-information.csv ADDED Viewed

+trade name,underlying,pay_frequency,maturity,lower_bound,upper_bound
+dummyTrade1,USD: CMS:2Y,6M,5Y,0.0042,0.0379
+dummyTrade2,USD: CMS:2Y,4M,5Y,0.0042,0.0379
+dummyTrade3,USD: CMS:5Y,6M,5Y,0.0044,0.0397
+dummyTrade4,USD: CMS:5Y,4M,5Y,0.0044,0.0397
+dummyTrade5,USD: CMS:10Y,4M,5Y,0.0046,0.0417
+dummyTrade6,USD: CMS:10Y,3M,5Y,0.0046,0.0417
+dummyTrade7,USD: CMS:2Y,6M,10Y,0.0042,0.0379
+dummyTrade8,USD: CMS:2Y,4M,10Y,0.0042,0.0379
+dummyTrade9,USD: CMS:5Y,6M,10Y,0.0044,0.0397
+dummyTrade10,USD: CMS:5Y,4M,10Y,0.0044,0.0397
+dummyTrade11,USD: CMS:10Y,4M,10Y,0.0046,0.0417
+dummyTrade12,USD: CMS:10Y,3M,10Y,0.0046,0.0417

trade-price-ir-vegas.csv ADDED Viewed

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