Math-fi library written in C++ and boost library. This contains a C++ library with severals financial models (Monte carlo, Binary Tree, Black and Schools formulas) and a managed C++ wrapper that allows end user to use library within Excel.

Project Samples

Black and Schools vanilla pricer Binary Trees Pricer

Project Activity

See All Activity >

Categories

Investment Management, Mathematics

License

GNU General Public License version 2.0 (GPLv2), Other License

Follow FinLib

FinLib Web Site

Other Useful Business Software
Build Agents and Models on One Platform Icon
Build Agents and Models on One Platform

Everything you need to build production-ready agents and models. Access 200+ Google and third-party AI models and tools.

Gemini 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.
Try It Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of FinLib!

Additional Project Details

Operating Systems

Windows

Intended Audience

Developers, Financial and Insurance Industry

Programming Language

C++, Visual Basic

Related Categories

Visual Basic Investment Management Software, Visual Basic Mathematics Software, C++ Investment Management Software, C++ Mathematics Software

Registered

2008-08-12
Report inappropriate content