Alternatives and similar repositories for xlCppTutorial

Users that are interested in xlCppTutorial are comparing it to the libraries listed below

• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆188Updated 4 years ago
• marc-henrard / algorithmic-differentiation-book
  Tutorial for the book "Algorithmic Differentiation in Finance"
  ☆16Updated 8 years ago
• asavine / Scripting
  Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…
  ☆25Updated 5 years ago
• OpenSourceRisk / ORE-SWIG
  ☆55Updated last year
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 8 years ago
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆68Updated 5 years ago
• brnohu / CompFin
  This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…
  ☆42Updated last year
• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆49Updated 9 years ago
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆24Updated 7 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆144Updated 11 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆76Updated 8 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆244Updated 10 months ago
• antdvid / FastAmericanOptionPricing
  Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…
  ☆51Updated 5 years ago
• jgatheral / RoughVolatilityWorkshop
  QuantMinds Rough Volatility Workshop lectures
  ☆58Updated 3 months ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• Apress / options-derivatives-programming-in-cpp
  Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
  ☆35Updated 8 years ago
• OpenSourceRisk / Engine
  Open Source Risk Engine
  ☆628Updated last month
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆63Updated 2 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated last week
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆125Updated 2 months ago
• marc-henrard / muRisQ-ir-models
  muRisQ Advisory: Interest Rate Models for Derivatives.
  ☆15Updated 3 years ago
• bakera1 / CreditDefaultSwapPricer
  Credit Default Swap Pricer
  ☆19Updated 2 years ago
• yadongli / nyumath2048
  NYU Math-GA 2048: Scientific Computing in Finance
  ☆110Updated 5 years ago
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆66Updated 3 years ago
• jherekhealy / AQFED.jl
  Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
  ☆46Updated 5 months ago
• eehlers / QuantLibXL
  An Excel addin for QuantLib.
  ☆18Updated last year
• KxSystems / cookbook
  Companion files to the kdb+ Knowledge Base
  ☆84Updated last year
• BrookingsInstitution / Treasury-Debt-Model
  ☆28Updated 3 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆169Updated 7 years ago