High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
☆20Mar 31, 2024Updated 2 years ago
Alternatives and similar repositories for OptionsPricingCPP
Users that are interested in OptionsPricingCPP are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 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
- A conda-smithy repository for julia.☆24Apr 21, 2026Updated last month
- C++学习笔记☆14Sep 19, 2021Updated 4 years ago
- Tool to collect and visualize memory usage of a process tree, mainly for Windows.☆19Dec 5, 2024Updated last year
- Implementation of generative semantic grammar.☆17Jun 2, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A crash handler for Qt based applications using gdb☆16Aug 20, 2021Updated 4 years ago
- Tiny RPC library for ESP8266/ESP32 based on rpc_core☆12Sep 21, 2023Updated 2 years ago
- gRPC examples in C++11☆11Aug 1, 2017Updated 8 years ago
- The content that speakers want to share for TechBash 2019. Be sure to use #TechBash when posting in social media.☆10Dec 8, 2022Updated 3 years ago
- Fast poor man's profiler for Linux☆12Jun 8, 2023Updated 3 years ago
- fork of qt-creator/perfparser.git with not-yet upstreamed changes required for hotspot☆18Mar 26, 2026Updated 2 months ago
- ☆11Feb 21, 2022Updated 4 years ago
- Solving high-dimensional Partial Differential Equations with Deep Learning☆26Jul 23, 2019Updated 6 years ago
- Discord Tipbot built in C++ for Monero☆14Apr 4, 2019Updated 7 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.
- Boost.org phoenix module☆33May 6, 2026Updated last month
- A Qt GUI interface and build system for QuantConnect's Lean☆20Apr 5, 2021Updated 5 years ago
- Voyager is a C++ non-blocking network library which can run on Linux, Mac OS X, FreeBSD, etc.☆12Sep 8, 2022Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Communication between server and client,using the google protobuf as a data carrier.Linux epoll for server and select for client.☆15Nov 20, 2013Updated 12 years ago
- ☆11Mar 26, 2020Updated 6 years ago
- A social media experiment with .net core, ef core, react and mobx.☆18Dec 28, 2022Updated 3 years ago
- A command-line live tracing tool for .NET production applications.☆17Mar 16, 2018Updated 8 years ago
- Calculate technical factors for stocks in an efficient, maintainable and correct way☆27Sep 11, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A C++ Node.js module that helps gathering informations on segmentation fault☆17Jan 3, 2023Updated 3 years ago
- Cross platform, universal discord rich presence for media players☆18Feb 7, 2026Updated 4 months ago
- Dump Java, native and ANR crashes☆31Nov 24, 2025Updated 6 months ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- RPC library for embedded systems without code generation☆18Updated this week
- A C / C++ Linux / Windows Stack trace generator☆20Jul 12, 2017Updated 8 years ago
- MFM workshop project☆15Jan 25, 2021Updated 5 years ago
- TradeGPT is a full-stack cryptocurrency trading application that combines a modern Fresh (Deno) frontend with a Python (FastAPI) backend …☆15Mar 1, 2025Updated last year
- WindTunnel期货交易系统(基于海风接口)☆12Jan 22, 2018Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- UML model and code examples of design patterns for C++. The model is created with Astah.☆41Mar 29, 2025Updated last year
- Runs a single CUDA/OpenCL kernel, taking its source from a file and arguments from the command-line☆26Updated this week
- Javascript toys.☆14Apr 4, 2023Updated 3 years ago
- This is the repo of "RR-Compound: RDMA-Fused gRPC for Low Latency and High Throughput With an Easy Interface" published in TPDS☆29Mar 12, 2025Updated last year
- A Telegram Bot that takes a social media URL and download a video.☆19Feb 18, 2024Updated 2 years ago
- Trade Mirror provides an infrastructure for low latency trade copying services from master to child traders, and also trader to different…☆20May 14, 2019Updated 7 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆77Jul 29, 2017Updated 8 years ago