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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: 16 Dec 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: 18 Dec 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: 09 Nov 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 Nov 2024
https://github.com/jialuechen/torchquant
PyTorch Library for Quantitative Finance
automatic-differentiation deep-learning derivatives-pricing malliavin-calculus numerical-methods optimal-transport pytorch quantitative-finance quantlib risk-management
Last synced: 21 Dec 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: 15 Dec 2024
https://github.com/eddelbuettel/rcppquantuccia
R Bindings for QuantLib Calendering
Last synced: 27 Oct 2024
https://github.com/quantlabio/quantlibxl
QuantLibXL Sync bindings for node.js
finance javascript node nodejs quant quantitative-finance quantlib spreadsheet
Last synced: 19 Nov 2024
https://github.com/suhasghorp/quantlib-lambda
My AWS Lambda based QuantLib swap exposures code repo
Last synced: 14 Nov 2024
https://github.com/rkapl123/rkapl123.github.io
my personal overview page and redirect for kapl.org
dbaddin faceid-icons hints office opensource ore overview projects quantlib summary
Last synced: 09 Nov 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: 12 Oct 2024
