Privacy-first on-chain Interest Rate Swaps on Canton Network. Reference Daml Finance implementation (IRS, OIS, BASIS, XCCY, CDS) with full ISDA lifecycle, CSA collateral, and regulator views.

Educational desktop app that teaches OTC derivatives counterparty-credit underwriting end to end: Monte Carlo exposure (EE/PFE), CVA/DVA/FVA, CSA collateral, limits, and an underwriting memo — plus a guided role-play simulator. PySide6/Qt6, runs offline on synthetic data.

Risk management models for exposure simulation, CVA, hedge VaR, and PCA swap curve scenarios

QuantLib IRS curve bootstrapping for EM rates: PLN, HUF, CZK, ZAR. Discount factors, zero rates, forward rates from market par swap rates.