B. Nikolic Software and Computing Blog

Overview

BN Algorithms: QuantLib Applications & Support Overview QuantLib Java binding QuantLib C# / .Net binding QuantLib Excel Addin QuantLib in Excel through xlOil and Python QuantLib Python Bindings Cloud deployment Interfaces to the official ISDA CDS pricing model On this page QuantLib via REST…

News

Air gapped / Data Diode backing up arrangement
With the news today UK GDP has apparently been measurably decreased by the well publicised JLR hack of their computer system, here is a simple air-gapped archiving / backup system which can easily be implemented on multi-TB sized systems. We have great to
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Blog 1 year ago
Efficient & Scalable Builds with AWS Parallel Cluster + Spack
Dynamic scale-up and down, deploy 1000s of cores on large compilation jobs
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Isolating Python and Jupyter using firejail
Motivation for this is already documented in e.g. python security post. Here the aim is to be able run isolated Python processes on a fully ad-hoc basis without need to be thinking about long-lived containers. This approach is based more on filesystem hie
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Isolated Python on Windows using Sandboxes
It is generally it is a good minimise the trust given to any particular piece software, and this especially applies when using a diverse set of packages prepared by many different organisations and individual community members. Here are notes on completel
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Blog 3 years ago
Python Packaging and Software Supply Chain
Software engineering, building, porting and software supply chain aspects of the Python packages ecosystem
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Blog 4 years ago
Valuation and Risk Models for Fixed-Income Securities
Advising a large SWF in modelling prices of fixed-income securities
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An update on visualising the computational graph of a jax program
I've written while ago about visualising the computational graph of a JAX program here. Jax has evolved since then, so here is an update for the current (as of time of writing) version of Jax (0.3.1).
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Jax: Automatic Differentiation of the Black-Scholes model
I've written already a little about automatic differentiation with Jax to compute the Hessian and to run Conway's game of life accelerators (GPUs).
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Python Panel completes the future of REPL in Python?
REPL stands for Read-Evaluate-Print Loop. It was/is the standard way of interacting with LISP based systems. It means interacting with a live interpreter, modifying the program and the data, computing useful results and developing end-user applications in
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