Search Results for "hts-engine"

...It can also process batch TXT files, making it useful for repeatable calculations and automated workflows. The project also includes ATC Online Alpha, a WebAssembly-based version that brings parts of the ATC engine to the web. ATC is released under the GPLv3 license and is made in Portugal.

4tH is a Forth compiler with a little difference. Instead of the standard Forth engine it features a conventional compiler. 4tH is a very small compiler that can create bytecode, C-embeddable bytecode, standalone executables, but also works fine as a scripting language. It supports about 95% of the ANS Forth CORE wordset and features conditional compilation, pipes, files, assertions, forward declarations, enumerations, structures, suspended execution, recursion, include files, etc. ...

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

...Also it gives you a very powerful and fast Calculus Environment which let you handle easily interchangeable variable lists, matrices, LOGS and Settings Layouts with optimized Items Lists Managing Engine. You'll also be able to execute your own scriptfiles with a basic math-oriented beta script language. Some feature regarding Matrices and Linear Algebra Operations are LU-Factorization, SVD Decomposition, Rank Calculator, Ill Condition Checking and more... There are also a very powerful Linear System Solver and Basic PRELoaded Functions Integrator Engine.

Small-K (Small Calculator) is a command line based mathematical expression evaluating engine in C. It supports symbolical extension in the forms of math functions with arbitrary number of arguments (e.g. f(1, 3)) and variables (e.g. PI).