QuantLib with adjoint algorithmic differentiation (AAD)
☆50Mar 17, 2016Updated 10 years ago
Alternatives and similar repositories for QuantLibAdjoint
Users that are interested in QuantLibAdjoint are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Scalar and vector adjoint algorithmic differentiation (AAD)☆28Mar 15, 2017Updated 9 years ago
- Examples and code for the Practical Machine Learning workshop series☆24Mar 29, 2021Updated 5 years ago
- Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).☆18Oct 19, 2018Updated 7 years ago
- QuantLib with AAD☆39May 13, 2026Updated last week
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 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.
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- Julia Package for Financial Monte Carlo Simulations☆24Jan 27, 2026Updated 3 months ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Dec 20, 2019Updated 6 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆196Sep 10, 2021Updated 4 years ago
- ☆18Sep 30, 2021Updated 4 years ago
- Model Calibration with Neural Networks☆48May 16, 2018Updated 8 years ago
- Open Source Risk Engine☆716Updated this week
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆40Mar 26, 2018Updated 8 years ago
- A C++ implementation of the derivative-free optimization algorithm CMA-ES.☆23Aug 1, 2013Updated 12 years ago
- Get the data related to finance in Japan using variety types of data sources☆13Jun 26, 2016Updated 9 years ago
- quasar-actors-integration-examples☆11Apr 27, 2016Updated 10 years ago
- SABR model calibration on shiny☆11Sep 16, 2013Updated 12 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆76Jul 29, 2017Updated 8 years ago
- Docker images for QuantLib CI☆22Aug 28, 2023Updated 2 years ago
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Mar 15, 2016Updated 10 years 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.
- A boilerplate to start with Go, protobuf, gRPC, REST gateway, Swagger and Docker☆10Feb 28, 2019Updated 7 years ago
- Examples of using the adept autodifferentiation library for standard NLP learning problems☆17Sep 2, 2014Updated 11 years ago
- This project includes a demo showing integration between Lightstreamer .NET/C# client library and RTD Server for Excel☆13Nov 30, 2023Updated 2 years ago
- ☆11Mar 31, 2015Updated 11 years ago
- R interface to the QuantLib library☆131Apr 8, 2026Updated last month
- Rapid prototyping full stack framework using our favorite technologies. Inspired by Aqua/Frame with a sprinkle of Mean.io and Mean.js☆11Aug 21, 2017Updated 8 years ago
- ☆37Jun 29, 2017Updated 8 years ago
- A lightweight Python library that can be used to connect to the IG Markets REST API with a LIVE or DEMO account.☆13Nov 26, 2014Updated 11 years ago
- Distributed QuantLib☆27May 12, 2026Updated last week
- 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.
- Code and teaching material for the workshops at the RBA and RBNZ☆22Mar 12, 2017Updated 9 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Neural network local volatility with dupire formula☆81Jun 15, 2021Updated 4 years ago
- Examples for a Meetup Talk on Parsing Structured Text with Boost Spirit in C++☆30Sep 13, 2018Updated 7 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- ☆11Sep 1, 2016Updated 9 years ago