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.
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
Graph Process Platform implements and automates any graph-based process for example a manufacturing process, trading system or business process workflow.
A portable implementation of the proposed C++ std::decimal.
A portable implementation of the proposed std::decimal. Some compilers (notably gcc) are already making this available, and it seems likely to become standard. This does not implement the decimal arithmetic, but rather relies on existing implementations (typically C libraries) that can easily be downloaded elsewhere.