This is the second blog in a 4-part blog series where we will dive into representative pricing semantics and architectural aspects of a prototype implementation using HDP 3.0. Pricing Semantics The engine leverages QuantLib, an open source library for quantitative finance, to compute: Spot Price of a Forward Rate Agreement (FRA) using the library’s yield […]
The post Distributed Pricing Engine using Dockerized Spark on YARN w/ HDP 3.0 [Part 2/4] appeared first on Hortonworks.
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