Alternatives and similar repositories for QuantLibAdjoint

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

• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆187Updated 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,…
  ☆24Updated 4 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆59Updated 2 years ago
• OpenSourceRisk / ORE-SWIG
  ☆51Updated last year
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 8 years ago
• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆92Updated 3 years ago
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆67Updated 5 years ago
• Andres-Hernandez / CalibrationNN
  Model Calibration with Neural Networks
  ☆48Updated 7 years ago
• compatibl / tapescript
  Scalar and vector adjoint algorithmic differentiation (AAD)
  ☆29Updated 8 years ago
• ZewenShen / hdp
  A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…
  ☆29Updated 5 years ago
• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆24Updated 7 years ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• marc-henrard / muRisQ-ir-models
  muRisQ Advisory: Interest Rate Models for Derivatives.
  ☆14Updated 2 years ago
• lballabio / dockerfiles
  Docker images for QuantLib CI
  ☆23Updated 2 years ago
• codyfeng / kdb-cpp
  C++ class to connect to kdb+
  ☆18Updated 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
• KxSystems / arrowkdb
  kdb+ integration with Apache Arrow and Parquet
  ☆32Updated 5 months ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated last month
• ChinaQuants / qlengine
  ☆12Updated 2 years ago
• jherekhealy / AQFED.jl
  Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
  ☆43Updated 2 months ago
• xtensor-stack / xframe
  C++ multi-dimensional labeled arrays and dataframe based on xtensor
  ☆323Updated last year
• DataIntellectTech / TorQ-Finance-Starter-Pack
  Example data capture system, based on random financial data
  ☆70Updated 4 months ago
• matlogica / AADC-Python
  ☆12Updated 5 months ago
• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• hanssmail / quantQ
  The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
  ☆91Updated last year
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆24Updated 7 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• julius-datajunkie / PerformanceAnalytics
  A python implementation of R's PerformanceAnalytics package
  ☆22Updated 11 years ago
• exxeleron / qPython
  interprocess communication between Python and kdb+
  ☆154Updated 3 years ago