Search Results for "quantlib"
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Showing 11 open source projects for "quantlib"
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Build Agents and Models on One PlatformGemini Enterprise Agent Platform is Google Cloud's comprehensive platform for developers to build, scale, govern, and optimize agents and models. Choose from Google's most advanced models and third-party models like Anthropic's Claude Model Family.
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Go from Code to Production URL in SecondsSkip the Kubernetes configs. Cloud Run handles HTTPS, scaling, and infrastructure automatically. Two million requests free per month.
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OptionMatrix
Financial Derivatives Calculator with 171+ Models (Options Calculator)
A real-time financial derivatives calculator supporting 171+ 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 -
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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.
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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.
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Capital Market Tools
Portfolio Management System built with only open source tools
Portfolio Management System built with only open source tools. It's not clear yet what it will involve into but for now you can price and manage equity, bond and swap securities with a rigorous QuantLib pricing library. The system has a browser front-end and a MySQL back-end and is hosted at www.capitalmarkettools.org. -
99.99% Uptime for MySQL and PostgreSQL DatabasesCloud SQL Enterprise Plus delivers near-zero downtime with 35 days of point-in-time recovery. Supports MySQL, PostgreSQL, and SQL Server.
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NetQL
A quantitative finance .NET library wrapping QuantLib.
A quantitative finance .NET library wrapping QuantLib (http://quantlib.org/). A free/open-source tool for derivatives and financial engineering. -
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***** MOVED TO GITHUB: http://github.com/frgomes/jquantlib ***** JQuantLib provides a free, open-source and comprehensive framework for quantitative finance. It's a 100% Java translation of QuantLib, which is written in C++. JQuantLib provides pricing valuation of a wide range of asset classes, methods and models.
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The aim of QuantHas is to produce a port of the QuantLib C++ project for quantitative finance in the Haskell functional programming language. please visit our project home page for more details.
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Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet. Currently, the Quantifa Team is looking for developers.
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Train ML Models With SQL You Already KnowBuild and deploy ML models using familiar SQL. Automate data prep with built-in Gemini. Query 1 TB and store 10 GB free monthly.
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QuantLibAddin implements a high level interface to the QuantLib analytics library for deployment on various platforms including Microsoft Excel and OpenOffice.org Calc.
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