Search Results for "c c++ source code browaser"

QuickFIX is the worlds first Open Source C++ FIX (Financial Information eXchange) engine, helping financial institutions easily integrate with each other. The SVN repository is now locked. Latest code is hosted at github. https://github.com/quickfix/quickfix

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. It returns the vector of assets' shares that composes the optimal...

Currency project is a class library that implements functions for working with currencies. Currency class is responsible for arithmetic functions and storage. It implements the integer math with accuracy up to 1/10000. CurrencyInfo class is responsible for storing information about specific currency in accordance with ISO-4217. CurrencyInfoDir class implements catalog of descriptions currencies, as well as searching for descriptions of currency by the ISO-4217 code. It's also provide...

Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball