Search Results for "quantlib-swig"

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

BTK contains C++ and Python libraries that implement speech processing and microphone array techniques such as speech feature extraction, speech enhancement, speaker tracking, beamforming, dereverberation and echo cancellation algorithms. The Millennium ASR provides C++ and python libraries for automatic speech recognition. The Millennium ASR implements a weighted finite state transducer (WFST) decoder, training and adaptation methods. These toolkits are meant for facilitating research and...

...The C++/Tcl library offers the following features: Support for both extending Tcl with C++ modules and embedding Tcl in C++ applications. Possibility to expose free C++ functions as commands in Tcl. Possibility to define classes and class member functions, visible in Tcl in the style similar to SWIG wrappers. Possibility to manipulate Tcl lists and objects from the C++ code.

x3py is designed as a plugin-framework that uses C++ and STL. This framework can integrate with languages including Python by using SWIG.