Search Results for "quantlib-swig"
Sort By:
Showing 8 open source projects for "quantlib-swig"
View related business solutions-
Earn up to 16% annual interest with Nexo.Generate interest, borrow against your crypto, and trade a range of cryptocurrencies — all in one platform. Geographic restrictions, eligibility, and terms apply.
-
Build Data Resilience - Take the Assessment TodayIs your recovery strategy as strong as you think? Take this quick self-assessment to check your recovery readiness and gain tailored insights. In only 2 minutes, you'll learn where you fall on the recovery readiness scale.
-
1
A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
-
2
OptionMatrix
Financial Derivatives Calculator with 171+ Models (Options Calculator)
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 -
3
OpenFrames
Real-time interactive 3D graphics API for scientific simulations
OpenFrames has moved its primary development repository to GitHub! Everything else will follow. Get it at https://github.com/ravidavi/OpenFrames/wiki OpenFrames is an Application Programming Interface (API) that allows developers to provides the ability to add interactive 3D graphics to any scientific simulation. A simulation developer can use OpenFrames to specify what they want to visualize, without having to know any details of computer graphics programming. OpenFrames is currently... -
4
NetQL
A quantitative finance .NET library wrapping QuantLib.
A quantitative finance .NET library wrapping QuantLib (http://quantlib.org/). A free/open-source tool for derivatives and financial engineering. -
Paessler - Monitor Your Whole Network in MinutesWaiting weeks for a monitoring rollout isn't an option when infrastructure doesn't stop running. PRTG's auto-discovery scans your network and suggests from over 200 pre-configured sensor types, so you're watching servers, applications and devices within minutes, not after a multi-week deployment. Enterprise-strength monitoring, without the enterprise complexity. Start your free trial today.
-
5
***** MOVED TO GITHUB: http://github.com/frgomes/jquantlib ***** JQuantLib provides a free, open-source and comprehensive framework for quantitative finance. It's a 100% Java translation of QuantLib, which is written in C++. JQuantLib provides pricing valuation of a wide range of asset classes, methods and models.
-
6
The aim of QuantHas is to produce a port of the QuantLib C++ project for quantitative finance in the Haskell functional programming language. please visit our project home page for more details.
-
7
Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet. Currently, the Quantifa Team is looking for developers.
-
8
This project enables a transparent integration of C/C++ and Java (and other languages such as C#, php...) in Eclipse. The project includes JQuantlib. sKWash makes use of swig. See home page for more info.
- Previous
- You're on page 1
- Next
