compatibl / tapescript
Scalar and vector adjoint algorithmic differentiation (AAD)
☆29Updated 8 years ago
Alternatives and similar repositories for tapescript:
Users that are interested in tapescript are comparing it to the libraries listed below
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).☆17Updated 6 years ago
- C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.☆60Updated 3 years ago
- High performance C++ Linear Algebra Library☆14Updated 4 years ago
- QuickFIX C++ Fix Engine Library☆27Updated 4 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- ☆28Updated 10 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 3 months ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆59Updated 2 years ago
- header only essentials of QuantLib☆23Updated 7 years ago
- High-Performance-Computing with C++☆15Updated 9 years ago
- A Boost Asio drop-in replacement for QuickFix connectivity classes☆12Updated 12 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Updated 7 years ago
- Liquibook Implementation of Order Book with the CMake build system☆13Updated 6 years ago
- C++ Utility Library☆33Updated 8 months ago
- Docker images for QuantLib CI☆23Updated last year
- Tick, a market data tool.☆19Updated 11 years ago
- Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters☆17Updated 7 years ago
- thOth is an open-source high frequency trading library in C++☆32Updated 10 years ago
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆20Updated 2 years ago
- kdb+ integration with Apache Arrow and Parquet☆30Updated 3 weeks ago
- C++ Summer Lecture Series 2016☆13Updated 8 years ago
- Scientific library for high-precision computations and research☆49Updated 7 years ago
- Interactive Brokers API Client☆24Updated 11 years ago
- Tools for developing and building libraries modeled on BDE☆78Updated last week
- C++ backend for the bqplot 2-D plotting library☆99Updated 5 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆28Updated 4 years ago
- This repository contains components that will support percolation via OpenCL and CUDA☆32Updated 3 years ago
- ☆53Updated last year
- A scalable implementation of the multifrontal method for symmetric and Hermitian systems (with intrafrontal pivoting)☆19Updated 8 years ago