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An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with quantlib
A curated list of projects in awesome lists tagged with quantlib .
https://github.com/google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
finance gpu gpu-computing high-performance high-performance-computing numerical-integration numerical-methods numerical-optimization python quantitative-finance quantlib tensorflow
Last synced: 30 Sep 2024
https://github.com/avhz/rustquant
Rust library for quantitative finance.
finance machine-learning math mathematics option-pricing quantitative-finance quantlib regression rust rust-lang statistics stochastic-processes trading
Last synced: 01 Oct 2024
https://github.com/avhz/RustQuant
Rust library for quantitative finance.
finance machine-learning math mathematics option-pricing quantitative-finance quantlib regression rust rust-lang statistics stochastic-processes trading
Last synced: 02 Aug 2024
https://github.com/AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
black-scholes currency-exchange derivatives financial financial-analysis financial-engineering futures heston-model monte-carlo options options-pricing options-trading quantitative-finance quantlib spreads swaps term-structure-models vasicek
Last synced: 01 Aug 2024
https://github.com/juliafinance/businessdays.jl
:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
bank-holidays calendar days-calculator easter holidays julia-language quantlib valuation
Last synced: 29 Sep 2024
https://github.com/orestudio/orestudio
Graphical wrapper aroundAcadia's Open Source Risk Engine (ORE).
cpp cpp17 qt qt6 qt6-gui quantitative-finance quantlib
Last synced: 28 Sep 2024
