High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
☆18Mar 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:
- A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, e…☆30May 21, 2025Updated last year
- Tiny C++20 coroutine library☆14Sep 19, 2022Updated 4 years ago
- Pseudospectral PDE solver☆14Jun 24, 2025Updated last year
- Decoder for Cisco Nexus 3550-F (ExaLINK Fusion) and 3550-FHPT (Fusion HPT) timestamped packet streams☆16Apr 3, 2024Updated 2 years ago
- A social media software to put in practice CQRS, event-source, Kafka, MongoDB and SQL Server.☆10Feb 8, 2024Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Discord Rich Presence for Hatsune Miku: Project DIVA Mega Mix+.☆14Feb 23, 2026Updated 8 months ago
- ☆17Apr 23, 2026Updated 6 months ago
- The cpp-framework is a c++ framework, Which includes http, thread pool, timer, json, database, encryption, reflection and so on.☆13Jan 6, 2019Updated 7 years ago
- Applied Mathematics☆15Oct 29, 2022Updated 4 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆22Sep 24, 2023Updated 3 years ago
- Tool to collect and visualize memory usage of a process tree, mainly for Windows.☆19Dec 5, 2024Updated last year
- ☆11Feb 21, 2022Updated 4 years ago
- Fast poor man's profiler for Linux☆12Jun 8, 2023Updated 3 years ago
- Voyager is a C++ non-blocking network library which can run on Linux, Mac OS X, FreeBSD, etc.☆12Sep 8, 2022Updated 4 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.
- 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
- Automatic Options Hedging and Backtesting☆83Apr 12, 2026Updated 6 months ago
- An introduction to git.☆11Feb 18, 2015Updated 11 years ago
- A benchmark for cache efficient data structures.☆31Jul 28, 2025Updated last year
- Simulates the movement of stock price tick by tick.☆14Oct 4, 2025Updated last year
- Discord Tipbot built in C++ for Monero☆14Apr 4, 2019Updated 7 years ago
- The content that speakers want to share for TechBash 2016. Be sure to use #TechBash2016 when posting in social media.☆11Oct 21, 2016Updated 10 years ago
- ☆16Jan 27, 2022Updated 4 years ago
- wxParaver is a trace-based visualization and analysis tool designed to study quantitative detailed metrics and obtain qualitative knowled…☆17Updated this week
- 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.
- fork of qt-creator/perfparser.git with not-yet upstreamed changes required for hotspot☆19Mar 26, 2026Updated 7 months ago
- A simple WIP profiler library for c++. Include the 2 files and you're ready to go.☆15Oct 10, 2025Updated last year
- Time series forecasting for common inflators and economic indices using the forecast package in R.☆10Feb 28, 2017Updated 9 years ago
- A social media experiment with .net core, ef core, react and mobx.☆18Dec 28, 2022Updated 3 years ago
- Collection of Terraform and Ansible scripts for easy AWS operations☆15Jan 10, 2020Updated 6 years ago
- Updated DiscordRPC plugin with changes☆13Dec 3, 2023Updated 2 years ago
- Microservices-based social network built with .NET8 and ASP .NET Core Blazor WebAssembly, following distributed DDD principles. Scalable …☆23Jul 30, 2025Updated last year
- DH shiny server files including claimsreserving shiny application☆16Aug 6, 2025Updated last year
- Design System | React UI components for web☆16Jul 7, 2022Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Firmware builds for hobbyist steno boards.☆17Mar 14, 2023Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neu…☆14Aug 1, 2022Updated 4 years ago
- Cache-friendly associative STL-like container with an Eytzinger (BFS) layout for C++☆32Mar 4, 2026Updated 7 months ago
- A C / C++ Linux / Windows Stack trace generator☆20Jul 12, 2017Updated 9 years ago
- 向目标进程,拿起KTL javascript进行JIT式的win32编程。辅助逆向调试通达信,微信等win32应用程序。☆11Apr 28, 2025Updated last year
- EasyRPC is a msgpack-rpc + α implementation for Modern C++17 language.built on top of https://github.com/rpclib/rpclib☆15Oct 21, 2018Updated 8 years ago