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The Robust Risk Engine of the Quant Enthusiasts Community
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fix: Update documentation links to point to the correct directory structure (#51)
155ca68View on GitHubperf: Optimized Monte Carlo VaR using std::threads (#46)
65ef93fView on GitHubfeat: Integrate QuantLib for validation and exotic options pricing (#43)
f98cd2eView on GitHubRevert "#20 (Migrate Dashboard from Vanilla JS to React) (#35)" (#37)
df29679View on GitHub