Open Source Risk Engine
☆807Sep 15, 2026Updated last month
Alternatives and similar repositories for Engine
Users that are interested in Engine are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dashboard☆52Nov 14, 2016Updated 9 years ago
- ☆60Jun 14, 2024Updated 2 years ago
- The QuantLib C++ library☆7,716Updated this week
- QuantLib ported to C++17 and with all Boost dependency removed☆75Jul 29, 2017Updated 9 years ago
- Open source analytics and market risk library from OpenGamma☆983Updated this week
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- The QuantLib C++ library☆18Sep 11, 2026Updated last month
- QuantLib wrappers to other languages☆402Updated this week
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆368May 20, 2026Updated 5 months ago
- ☆62Mar 30, 2024Updated 2 years ago
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Graphical wrapper over LSEG's Open Source Risk Engine (ORE).☆28Updated this week
- header only essentials of QuantLib☆26Nov 4, 2017Updated 8 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆179Feb 28, 2026Updated 8 months ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Mar 17, 2016Updated 10 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives☆30Sep 30, 2016Updated 10 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆202Sep 10, 2021Updated 5 years ago
- AAD enabled and scripting included derivatives modeling.☆27Updated this week
- QuantLib with AAD☆43Updated this week
- ☆12May 30, 2026Updated 4 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,206Updated this week
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆251Feb 27, 2025Updated last year
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 4 years ago
- Tutorials about Machine Learning and Deep Learning☆30Nov 9, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financi…☆38Aug 19, 2026Updated 2 months ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated 2 years ago
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆586Aug 29, 2026Updated 2 months ago
- QuantLib Async Bindings for Node.js☆25May 17, 2017Updated 9 years ago
- High-performance TensorFlow library for quantitative finance.☆5,548Aug 6, 2026Updated 2 months ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆144Mar 1, 2026Updated 7 months ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆45May 22, 2024Updated 2 years ago
- DX Analytics | Financial and Derivatives Analytics with Python☆767Apr 5, 2025Updated last year
- Volatility Forecasting: A Horse Race Across GARCH, HAR, and Tree-Based Models. Reproducible code, data, and results.☆12May 4, 2026Updated 5 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆15Oct 7, 2019Updated 7 years ago
- Scalar and vector adjoint algorithmic differentiation (AAD)☆28Mar 15, 2017Updated 9 years ago
- Cython QuantLib wrappers☆1,345Jul 17, 2026Updated 3 months ago
- R Packing Calculating Credit Risk Valuation Adjustments☆21Oct 17, 2022Updated 4 years ago
- Distributed QuantLib☆31Updated this week
- ☆13Mar 17, 2025Updated last year
- ☆12Sep 11, 2023Updated 3 years ago