Math-fi library written in C++ and boost library. This contains a C++ library with severals financial models (Monte carlo, Binary Tree, Black and Schools formulas) and a managed C++ wrapper that allows end user to use library within Excel.

Project Samples

Black and Schools vanilla pricer Binary Trees Pricer

Project Activity

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Categories

Investment Management, Mathematics

License

GNU General Public License version 2.0 (GPLv2), Other License

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Additional Project Details

Operating Systems

Windows

Intended Audience

Developers, Financial and Insurance Industry

Programming Language

C++, Visual Basic

Related Categories

Visual Basic Investment Management Software, Visual Basic Mathematics Software, C++ Investment Management Software, C++ Mathematics Software

Registered

2008-08-12
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