Interest rates derivatives: HW1F, HW2F, Cross-Currency Hull-White model. Cancellable Swap, Cancellable CCS, Callable Range Accrual
FX derivatives: Vanilla and American options, Single and Double Barriers, TARN Variants.
Equity derivatives: Vanilla and American options, Single and Double Barriers, Basket options.
* Arm Cortex-A and Cortex-M architectures
* Arm Corstone-101 and Corstone-500
* Arm Socrates
* Intel Quartus Prime Pro
* Intel oneAPI Framework
* Conditional Prepayment Rate model
* Pass-through Rate model
* Redemption model
* Model governance framework
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