Search Results for "c programming framework"

CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and...

PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference.

The toolkit glpk supports methods for mixed integer linear programming (MILP). These methods solve Capital Budgeting Problems (CBP). Unfortunately, glpk does not support any multithreading and there is no feature to distribute problems via network connections. Today, this is a pitiable sight, because modern computer systems are coupled by networks and support multi threading. We create a distributed system with Apache thrift and the C-API of glpk.

A parser for real-time update of stock market prices and a graphical interface with technical indicators. It is a small personal project initiated for extending my knowledge in C++ and Python, designing a GUI and, in a next stage, applying mathematical and statistical models to stock market prices analysis and prediction. If you have the same interest than I in experimenting and disussing design software and statistical models in finance, you are welcome to join the project. If...

Trad4 is a fully concurrent, thread safe, graph-based programming language that scales linearly on multiple cores. It is initially intended for deployment in the financial industry to model real-time risk.

GPE Palmtop Environment equivalent for Expenses on the Palm. Supports payment types, categories, expense types (mileage, meals, parking, etc.), notes, currency selection etc. Data to be stored in a sqlite backend using the Query Object Framework.

***** 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.

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.

Risk Quantify aims to provide a comprehensive framework for the trading, risk analysis and back office management of financial derivatives. Initially the system will support FX, Interest Rate and Equity-based products.

A fully standalone cross-platform Asset Register application which can be run with very few dependencies, making it ideal for burning onto a CD-ROM, etc. Uses mono for the programming, and XML for the data storage. Supports depreciation and multiple imag

Narrative is a Mac OS X native plotting framework written with the Cocoa API. It is already capable (see, e.g., www.trade-strategist.com), but will evolve into a complete OO solution to plotting in Cocoa and GNUStep.

Af-Arch is an Open Source N-tier framework to build distribuited applications. Its license schema allows Open Source and commercial (closed source) applications. This is the foundation to build an new set of applications in a fast and reliable way.

Fisterra 2 is an open source GNOME development framework. It is indicated for the implementation of whole business management applications, ad hoc ERPs or modules of other management systems.

python enteprise integration framework project. Powerfull class library based on EAI patterns and a modeling and simulation tool.

.Net framework - C# - Real time equity trading platform and technical analysis framework. This is a framework for developing automated trading systems. End-Of-Day scanning, real time scanning. Direct Brokerage connectivity. Advanced indicator creation. S

ScreenFire.Net Financial Charts is a financial market charting API for the .Net framework. It is a sub-part of the TradeWeapon project here at sourceforge.net. It will focus on prividing financial market charts like OHLC, Candlestick charts and Scatter d

An ERP/CRM solution, based on a object an open multi tier arquitecture. The advantage over other is a comprehensive C++ framework for business's object and a skin-lilke GUI tier. All elements are operated by a microkernel structure whose primary objec

Simple personal account manager. Programming Langage is C++ / Qt (trolltech). Main features are: - Works with MySQL - Multi-user, multi accounts - Easy and user-friendly - .csv export ( usefull for OOo graphics ) - wizards

A modern, full-fledged Point-of-Sale system created and extensible under the Mozilla framework. Targeting small to large businesses and enterprises, we aim to use open internet standards in creating a truly modern point of sale system.

DrvFR is a driver for Shtrih-FR-F fiscal cash registrator ver. 03 produced by Shtrih-M Company (Russia) http://www.shtrih-m.ru DrvFR implements programming interface between the device connected to serial port and client software.