compatibl / tapescript
Scalar and vector adjoint algorithmic differentiation (AAD)
☆29Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for tapescript
- QuantLib with adjoint algorithmic differentiation (AAD)☆45Updated 8 years ago
- C++ Utility Library☆33Updated 2 months ago
- ye olde time_series library, now unmaintained☆15Updated 11 years ago
- Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).☆17Updated 6 years ago
- kdb+ integration with Apache Arrow and Parquet☆28Updated 6 months ago
- High-Performance-Computing with C++☆15Updated 8 years ago
- Easy authoring for rules of engagement using markdown☆11Updated last year
- A Boost Asio drop-in replacement for QuickFix connectivity classes☆12Updated 12 years ago
- High performance C++ Linear Algebra Library☆14Updated 4 years ago
- C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.☆60Updated 3 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 6 years ago
- EDSL for automated, low-latency trading☆32Updated 6 years ago
- header only essentials of QuantLib☆24Updated 7 years ago
- Tick, a market data tool.☆18Updated 11 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆55Updated last year
- QuickFIX C++ Fix Engine Library☆27Updated 3 years ago
- This repository contains components that will support percolation via OpenCL and CUDA☆32Updated 2 years ago
- Fast integer to string and string to integer conversion functions☆20Updated last year
- ☆27Updated 9 years ago
- Interactive Brokers API Client☆24Updated 10 years ago
- Scientific library for high-precision computations and research☆50Updated 7 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Updated 7 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆20Updated 4 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
- Docker images for QuantLib CI☆23Updated last year
- ☆34Updated 4 years ago
- Tool used to format, improve and verify code to BDE guidelines☆42Updated last year
- Working basic prototype of variadic template based logging☆36Updated 8 years ago