Derivatives pricing in modern C++.
☆18Apr 15, 2026Updated 3 months ago
Alternatives and similar repositories for derivatives
Users that are interested in derivatives are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Simple mathematica documentation generator☆11Apr 13, 2019Updated 7 years ago
- Utilities for importing FEM meshes to Mathematica☆15Apr 20, 2021Updated 5 years ago
- MongoLink is a package for interacting with MongoDB inside the Wolfram Language.☆17Jul 15, 2021Updated 5 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- AAD enabled and scripting included derivatives modeling.☆26Updated this week
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Wolfram Language interface to Rhino3D☆28Apr 16, 2019Updated 7 years ago
- Graphical wrapper over LSEG's Open Source Risk Engine (ORE).☆24Updated this week
- A Mathematica Package for Cooperative Game Theory☆11Jun 6, 2024Updated 2 years ago
- Wolfram Language interface to the Gurobi numerical optimization library☆26Sep 10, 2021Updated 4 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- A Mathematica package for evaluating Carlson elliptic integrals☆11Sep 29, 2019Updated 6 years ago
- Adds color to your Wolfram Language outputs in an ANSI capable terminal☆10Sep 19, 2019Updated 6 years ago
- A paclet server for Mathematica☆30Apr 2, 2021Updated 5 years ago
- A package for visualizing molecules.☆12Sep 29, 2019Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆15Mar 5, 2022Updated 4 years ago
- Open source package for OpenCascadeLink, which is bundled with Wolfram Language products as of version 12.1☆35Apr 16, 2026Updated 3 months ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- These SQL queries are for my past a large-scale data querying project.☆11Jan 29, 2016Updated 10 years ago
- DevTools and styles for mathematica developers☆32Aug 19, 2020Updated 5 years ago
- Train a fiwGAN or ciwGAN model using your own training data☆14Oct 13, 2022Updated 3 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- ☆17Updated this week
- A Wolfram Language XML-RPC Client for WordPress☆10Oct 29, 2018Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- JLink but for python: a link between Mathematica and python with efficient data transfer☆24Mar 19, 2019Updated 7 years ago
- Mathematica package that includes several utility functions for general work and especially creating scientific plots☆33Feb 25, 2020Updated 6 years ago
- A social media software to put in practice CQRS, event-source, Kafka, MongoDB and SQL Server.☆10Feb 8, 2024Updated 2 years ago
- Additional features supporting paclets in Mathematica☆16Oct 3, 2017Updated 8 years ago
- ☆17Jun 21, 2024Updated 2 years ago
- A description of the language syntax and associated data, examples, and nonexamples.☆19Dec 10, 2020Updated 5 years ago
- ☆10Sep 2, 2017Updated 8 years ago
- Discord Rich Presence for Hatsune Miku: Project DIVA Mega Mix+.☆14Feb 23, 2026Updated 5 months ago
- ☆15Updated this week
- 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.
- Fast vectorized comparison and Boolean operations in the Wolfram Language.☆17Aug 4, 2019Updated 6 years ago
- Implementation of generative semantic grammar.☆17Jun 2, 2022Updated 4 years ago
- Compile Wolfram Language functions using GitHub Actions continuous integration☆26Jan 21, 2022Updated 4 years ago
- C++ wrappers for conveniently wrapping Wolfram LibraryLink code.☆42Apr 9, 2026Updated 3 months ago
- The cpp-framework is a c++ framework, Which includes http, thread pool, timer, json, database, encryption, reflection and so on.☆13Jan 6, 2019Updated 7 years ago
- A crash handler for Qt based applications using gdb☆16Aug 20, 2021Updated 4 years ago
- ☆11Feb 21, 2022Updated 4 years ago