Open-Source Project for Credit Risk Modeling
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 simulating the EADs and LGDs of their assets.
Elevations moves data from Excel to Unix systems. It connects VBA with Cygwin SSH, CGI and HTTP POST to deliver to a QuantLib C++ server through pipes. Provides C++ classes to process CSV files and the strings to C++ types. File schema definitions.
Stock market technical analysis charting application.
Free Chart Geany is a cross platform software solution for market technical analysis and charting. Key features: Compatible with stocks, mutual funds, futures, indices. Major technical analysis indicators. Tab-based graphical user interface. Easy download of quotes from Yahoo Finance or Google Finance. One click screen shots for charts. Spreadsheet-like data manager. Single file local storage.
Programa de contabilidad multiplataforma. Genera los libros obligatorios, libros del IVA, registros de amortizaciones. Plan de cuentas personalizable, asientos automáticos, etc. Informes de alta calidad utilizando Latex. Adaptado al nuevo PGC
ERP, IP PBX, Accounting, CRM, Time tracking, and etc.
Comprehensive business management system The full-cycle automation ERP system - [ Full Freeware ] IP PBX - Complete synchronization with CRM system - Call accounting for PBX (PBX billing) - Phone call control and monitoring - Phone recording systems Accounting, Financial management - Trade management, warehouse - Management and tax accounting Corporate information system - Client relations management system (CRM) - Project, tasks, orders management - On-line conferences (forums) - Instant messenger, chat, sending SMS Staff management system [HRM] - Personnel records, documents circulation - Time and Attendance tracking system - Computer usage monitoring (time tracking) - Work time accounting (five levels) - Accrual and deduction system - Fines system (two levels) - Salary calculation Access control systems Management of access rights to the premises Video surveillance system (IP,Analog) Photofixation, Videofixation Technological process automation
A library to check bank account numbers and bank codes (BLZ) of German Banks. It is based on the specifications of the "Deutsche Bundesbank".
Library Advanced Financial Mathematics GCC (C++)
Advanced financial library for C ++ language (GCC Compiler) with 65 functionalities for various actions. For more libraries, go to: https://sourceforge.net/u/augustomanzano/profile. To know my curriculum vitae, go to: http://lattes.cnpq.br/8184615061457853 . Augusto Manzano http://www.manzano.pro.br
This is the LibOFX library. It is a parser and an API designed to allow applications to support the OFX banking standard (mostly used for bank statement download). To my knowledge, it is the first working OpenSource implementation on the client side.
System dynamics program with additional features for economics
Minsky enables the simulation of models (particularly from economics) defined in terms of coupled ordinary differential equations. The models are defined using a drawing canvas (rather like VisSim), and a double entry bookkeeping system known as a Godley table.
NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.
Hybrid energy-efficient digital currency
Novacoin is a decentralized electronic cash system based on an open-source, peer-to-peer internet protocol. It works without a central server or trusted parties. Users hold the ECDSA private keys to their own money and transact directly with each other, with the help of the network to check for double-spending. They are also able to participate in the network protection using own money or computing power. A hybrid Proof-of-Work & Proof-of-Stake scheme is used to provide a protection against double-spend. The main project repository: https://github.com/novacoin-project/novacoin
Financial Derivatives Calculator with 168+ Models (Options Calculator)
A real-time financial derivatives calculator supporting 168+ 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
World's #1 Open Source ERP+CRM+Web Portal
Open Source ERP+CRM+Web Portal for small- and mid-sized business (SMBs). Designed specifically for Manufacturing and Distribution companies who need control over operations and profitability. All critical supply chain functions included in one modular system: accounting, sales, customer and supplier management, inventory control. Mac, Windows, Linux and Mobile. Rich API to connect third-party apps. Simple enough for startup small business accounting, scalable enough for Global 1000 companies. See complete application https://xTuple.com/free-demo.
Technical analysis software
QChartist is an open source technical analysis software. Its purpose is to provide a complete set of tools to perform technical analysis on charts and data. It helps to make forecasts mainly for markets but can also be used for weather or any quantifiable data. The program is flexible and its functionalities can be easily extended. You can draw geometrical shapes on your charts or plot programmable indicators from your data. It is also possible to filter or merge data. I got a little inspired from MT4 allowing a fairly easy portability of programmed indicators from MT4 to QChartist. It is now faster and much more professional thanks to the use of a C++ layer (used mostly for calculations) over the standard Basic layer (used mostly for the GUI interface). You can use astro indicators and functions from a library for astronomical calculations. You can get realtime quotations thanks to perl scripts.
A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
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
High-performance package for SemiDefinite Programs The software SDPA (SemiDefinite Programming Algorithm) is one of the most efficient and stable software packages for solving SDPs based on the primal-dual interior-point method.
SEPA support tools and library
Full set of progams to create, edit and view SEPA documents.
Snare Enterprise: http://bit.ly/premium_snare
ATTENTION: Snare Lite is unsupported legacy software. While it will remain a part of the SourceForge community, it is no longer secure and compliant. For up to date Snare software check out Snare Enterprise. https://www.intersectalliance.com/why-snare-enterprise/ Snare Enterprise was created to keep up with the fast paced security software market. It started with the desire to create premium logging and SIEM tools that were agnostic by nature so they could be used to boost any SIEM architecture regardless of third party developers. In fact, the agnostic nature allows it to bridge gaps between multiple SIEM implementations across business units. For more on use cases, check out the Intersect Alliance website. https://www.intersectalliance.com/ Snare Enterprise’s premium features include: - Regulatory Compliance - TLS Encryption - Log Simulcasting - TCP – Guaranteed Log Delivery - USB Device Monitoring - And more! For updates follow us on social media!
clipsmm is a C++ interface to the CLIPS libray, a C library for developing expert systems.
Finance library for C++
Finance and statistics toolkit for C++ programmers to automate everyday work during creating math/finance applications. Cross-platform to be used on Windows, Linux and Unix systems.
Enterprise telephony recording and retrieval system
Enterprise telephony recording and retrieval system with web based user interface. The project currently supports recording voice from VoIP SIP, Cisco Skinny (aka SCCP), raw RTP and audio sound device and runs on multiple operating systems and database systems. It can record audio from most PBX and telephony systems such as BroadWorks, Metaswitch, Asterisk, FreeSwitch, OpenSIPS, Avaya, Nortel, Mitel, Siemens, Cisco Call Manager, Cosmocom, NEC, etc... It is amongst others being used in Call Centers and Contact Centers for Quality monitoring (QM) purposes.
Recursive computing and matching of Context Triggered Piecewise Hashing (aka Fuzzy Hashing). Supports Windows, *nix, BSD, OS X, etc.