Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
☆571Jun 4, 2026Updated this week
Alternatives and similar repositories for finmath-lib
Users that are interested in finmath-lib are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Experiments, demos and unit tests based on finmath lib.☆22Updated this week
- Open source analytics and market risk library from OpenGamma☆942May 20, 2026Updated 2 weeks ago
- Spreadsheets using finmath-lib☆13Jun 19, 2020Updated 5 years ago
- JQuantLib is a library for Quantitative Finance written in 100% Java☆153Mar 14, 2016Updated 10 years ago
- Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).☆18Oct 19, 2018Updated 7 years ago
- 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.
- QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading☆169Jul 28, 2018Updated 7 years ago
- Extensions to Philadelphia☆17May 16, 2026Updated 3 weeks ago
- Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS AP…☆183Dec 10, 2022Updated 3 years ago
- Open Source Risk Engine☆725May 21, 2026Updated 2 weeks ago
- A Java library for technical analysis.☆2,438Updated this week
- Tools and analytics for smart derivative contracts.☆15Jan 21, 2026Updated 4 months ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- DEPRECATED See FueledByChaiTrading Repo: A Java API for Developing Automated Trading Applications for the Equity, Futures, and Currency …☆147Oct 20, 2025Updated 7 months 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.
- ☆20Oct 29, 2023Updated 2 years ago
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆21Aug 24, 2022Updated 3 years ago
- Fast FIX protocol library for the JVM☆343May 29, 2026Updated last week
- JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.☆10Aug 10, 2012Updated 13 years ago
- A charing application to download, plott and analyse securities, indicators, strategies and trading records☆62Dec 23, 2021Updated 4 years ago
- The QuantLib C++ library☆7,214Updated this week
- Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event …☆453Jun 14, 2023Updated 2 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Java Agent Based Modelling toolkit☆27Aug 29, 2023Updated 2 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.
- ☆18Sep 30, 2021Updated 4 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆198Sep 10, 2021Updated 4 years ago
- AAD enabled and scripting included derivatives modeling.☆25Updated this week
- QuantLib wrappers to other languages☆392May 31, 2026Updated last week
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 years ago
- High-performance TensorFlow library for quantitative finance.☆5,383Feb 12, 2026Updated 3 months ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆60Nov 3, 2018Updated 7 years ago
- Scala Quantitative Finance Library☆51Feb 6, 2014Updated 12 years ago
- A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter mo…☆349Jul 20, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆502Feb 9, 2022Updated 4 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago
- Java/MySQL real-time algorithmic trading using Interactive Brokers API☆271Jun 12, 2023Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆178Feb 28, 2026Updated 3 months ago
- Technical Analysis Toolbox - A collection of lesser known Technical Analysis Indicators☆13May 19, 2015Updated 11 years ago
- Java wrapper for Quandl REST API☆81Nov 21, 2025Updated 6 months ago
- chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic por…☆19Jan 4, 2022Updated 4 years ago