Search Results for "research"

A multiplatform C++ library for dynamic generation of Excel .xls files containing multiple worksheets. Unlike .csv files, these can be directly opened by Excel and thus provide an excellent way to output large data sets that require further analysis. To see the latest changes, select "Files" and view the README text displayed at the bottom of that pane. IMPORTANT: Major changes are contained in the current SVN source. If you have time please try to use it or the...

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.

A library and Excel Spreadsheet for generating LIBOR Market Model sample paths.

XonGrid is a free Excel library of functions to perform 1D, 2D, 3D, 4D and arbitrary dimension (ND) interpolations from scattered data.

Technical analysis library with indicators like ADX, MACD, RSI, Stochastic, TRIX... includes also candlestick pattern recognition. Useful for trading application developpers using either Excel, .NET, Mono, Java, Perl or C/C++.

A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.

Getting your first mortgage? No, this isn't spam, its mort! A simple but powerful loan/mortgage calculator that also amortizes.

MGARCH is a software library for R-Project to simulate and estimate various MGARCH processes. This project also provides convenience tools for preparing data, summarizing and visualizing results, prediction and documentation.

This dual display calculator is for working with two currencies (Euro and Local money for instance) while making operations. It's based on xfcalc from Christopher John Purnell, that seems unmaintained.