Search Results for "numerical recipes"

A real-time financial derivatives calculator supporting 171+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, Bachelier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier and more

...A hash table is used to do fast variable and function lookup (they are entries in the same table). Collisions are handled in the hash table by making each entry a linked list. Written as C++ classes using the STL libraries <complex> and <vector>. The Numerical Recipes routines zroots and laguer rewritten in C++ find the complex roots of a polynomial with complex coefficients. Exact quartic and cubic too. FFT that zero pads to 2^m 3^n, for dimensions up to 10.

nua is an another implementation of the numerical recipes for lua language.

...KotlinLab supports extensive plotting facilities and can exploit effectively a lot of powerful Java scientific libraries, as JLAPACK , Apache Common Maths , EJML , MTJ , NUMAL translation to Java , Numerical Recipes Java translation , Colt etc. KotlinLab aims to explore the superb DSL construction facilities of the Kotlin Language and the JShell environment of Java to provide an effective scientific programming environment for the JVM. The latest code can be found in: https://github.com/sterglee/kotlinlab

...GroovyLab supports extensive plotting facilities and can exploit effectively a lot of powerful Java scientific libraries, as JLAPACK , Apache Common Maths , EJML , MTJ , NUMAL translation to Java , Numerical Recipes Java translation , Colt etc. Also, GroovyLab supports Computer Algebra based on the symja (http://code.google.com/p/symja/) project. GiHub site: https://github.com/sterglee/jlabgroovy

...Also a performance test and its results on my computer are provided. The Performance test suggest to use 4 threads for parallelization. With this one can beat the implementation in "Numerical Recipes in C++" for large signals with more than 2^16 / 2^17 / 2^18 samples depending on the hardware and software.

Imagine Numerical Recipes in the 21st century. Fast object-oriented Java code for numerical analysis, with a special focus on astronomical application (coordinate conversions, WCS projections etc.)

...Polynomials were chosen from Applied Cryptography for an Alternating Stop and Go generator and were implemented with the galois configuration generators format found in Numerical Recipes in C. It works on win64 only. 16 character passwords.

...It is also suitable for use in substation insulation coordination. Capacitor switching, TRV, and other applicaitons may be added. EPRI originally had permission to use code from the Numerical Recipes book in LPDW. These routines have been removed in favor of GSL.

Java implementation and wrappers for the GNU Scientific Library. A library of numerical recipes for scientific programmers.

Some recipes from "Numerical Recipes in C" translated into C#, for your coding convenience.