Search Results for "numerical simulation software"

PandoraTrader is a high-frequency quantitative trading platform implemented in C++. It interfaces with real-world futures trading desks using Trade APIs and MarketData APIs and includes support for backtesting via simulated market components. We design such a trading platform with various skills given by the designer, but we do not carry wisdom; this wisdom belongs to the strategy designer. We hope that the strategy designer will design excellent strategies to give the trading software...

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...

A lightweight C++ and Python library for finance, statistics and linear algebra. Finance features include compound rate present/future value, annuity, various present/future value coefficients ... Statistics features include mean, median, variance, standard deviation, covariance, correlation, linear regression, probabilities and random variates of various distributions ... Linear algebra features include matrix arithmetic, inverse, determinant, rank, linear system solution, lu/qr...

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

The main goal of this project is the development of an IFX Transaction Switch that handle particular devices like an ATM (J/XFS compliant), POS in the future, and other devices that speak a common language: IFX

FreeMarket is a software package for running simple virtual prediction futures markets that uses the renowned PHP scripting language and MySQL database tools. It is designed for educational and medium-scale research applications.

8. Mai 2005: We have discontinued SourceForge as a download place for our open source projects. You can now download these projects directly from the XLOG Technologies GmbH web site at http://www.xlog.ch/omonia.

A plugin for the Eclipse IDE implementing NumericalChameleon: a powerful numerical convertor, supporting more than 2300 units in 78 categories (physics, radixes, exchange rates, unicode, etc). Fully integrated in the Eclipse IDE (refactoring, copy/paste)

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

Flower Production Predictor is covered under the GPL. gfpp for short is a program that simulates the production of flowers of a farm. One of the purpouses of the development of the application is to show how can be achieved a free software project.

The main purpose of "python2xlw" is to create an Excel-compatible file which can be sent to users via the web as an excel application. The motivation is mainly to support the display of XY Scatter plots and tabular numerical data(eg engineering data)

BP-Sim allows users to perform an extensive range of tests across the chain of payment services and thus identify potential causes of failures before launching payment systems into production. BP-Sim consists of following modules: BP-Source, BP-Host, BP-HSM and BP-SeeEMV. BP-Source and BP-Host are payment transaction simulators supporting formats as: APACS30, AS2805, many ISO8583 dialects, IFSF, SPDH, TCMP. Together with industry-standard cryptography, multi-platform support, configurable...