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CVM C++ Class Library encapsulates concepts of vector and square, band, symmetric and hermitian matrices in Euclidean space of real and complex numbers. It utilizes BLAS and LAPACK Fortran libraries. See http://cvmlib.com for binaries and more details.3 weekly downloads
ISO 8601-friendly time and date arithmetic.1 weekly downloads
Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball0 weekly downloads