7 results found Sort:

google
tf-quant-finance google
552
4.3k
apache-2.0
166
High-performance TensorFlow library for quantitative finance.
gpu python finance quantlib tensorflow gpu-computing high-performance numerical-methods quantitative-finance numerical-integration numerical-optimization high-performance-computing
Created 2019-07-24
956 commits to master branch, last one 9 months ago
enthought
pyql enthought
191
926
other
110
Cython QuantLib wrappers
cython quantlib
Created 2012-03-08
1,716 commits to master branch, last one 7 days ago
avhz
RustQuant avhz
97
897
apache-2.0
26
Rust library for quantitative finance.
math rust finance trading quantlib rust-lang regression statistics mathematics option-pricing machine-learning quantitative-finance stochastic-processes
Created 2022-08-31
851 commits to main branch, last one about a month ago
amaggiulli
QLNet amaggiulli
172
375
bsd-3-clause
58
QLNet C# Library
quant c-sharp finance quantlib quantitative-finance
Created 2013-08-22
1,013 commits to develop branch, last one about a month ago
AnthonyBradford
optionmatrix AnthonyBradford
46
186
gpl-3.0
16
Financial Derivatives Calculator with 168+ Models (Options Calculator)
swaps futures options spreads vasicek quantlib financial derivatives monte-carlo heston-model black-scholes options-pricing options-trading currency-exchange financial-analysis quantitative-finance financial-engineering term-structure-models
Created 2012-12-11
239 commits to master branch, last one 3 months ago
eddelbuettel
rquantlib eddelbuettel
49
117
unknown
29
R interface to the QuantLib library
r cpp cran quantlib r-package
Created 2014-01-27
667 commits to master branch, last one 6 days ago
JuliaFinance
BusinessDays.jl JuliaFinance
21
63
other
5
:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
easter calendar holidays quantlib valuation bank-holidays julia-language days-calculator
Created 2015-07-02
384 commits to master branch, last one 2 months ago