Rust library for quantitative finance.
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Updated
May 28, 2024 - Rust
Rust library for quantitative finance.
my personal overview page and redirect for kapl.org
High-performance TensorFlow library for quantitative finance.
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
📆 A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
Accompanying C++ code for the TastyHedge blog
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Jupyter notebook examples using QuantLib.
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
QuantLib implementation in ImGui
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
QLDDS - Data Distribution Service for QuantLib
An implementation of Quantlib with Rust
Source code for my Master Thesis in Credit Value Adjustment: Pricing Wrong Way Risk on Interest Rate Swaps
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