Questions tagged [software]

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What R-packages for SOCP problems are there?

Currently, I am looking deeper into the topic of second-order cone programming. Could you suggest packages that solve SOCP-problems in R? With your answer, please provide a short description of ...
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how to test OMS functionality via FIX?

Has anyone done app dev that tests OMS functionality ( FIX ) ? Do any brokers or other financial entities make test apis available ?
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288 views

Robust and free Heston pricing software

For a PhD research paper, I need to calibrate Heston. So far, I use Dale Roberts R-Code: https://github.com/daleroberts/heston/blob/master/heston.r for computing prices from which I invert IV ...
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83 views

Numerix CrossAsset cost and coverage

Does anyone have an approximate idea how much Numerix CrossAsset (for excel) costs for a single user? I'm interested in capabilities and coverage for IR/credit exotic/semi-exotic.
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how to specify given model on Eviews?

I am still struggling to estimate my model on Eviews. I know it should be really simplistic to do it,but without in depth Eviews knowledge it can be rather tricky. For instance, looking at the ...