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581

4.6k

apache-2.0

170

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

957 commits to master branch, last one about a month ago

136

1.2k

apache-2.0

30

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

987 commits to main branch, last one 26 days ago

196

1.0k

other

112

Cython QuantLib wrappers

cython quantlib

Created 2012-03-08

1,729 commits to master branch, last one 4 months ago

176

387

bsd-3-clause

56

QLNet C# Library

quant c-sharp finance quantlib quantitative-finance

Created 2013-08-22

1,031 commits to develop branch, last one 18 days ago

46

201

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

263 commits to master branch, last one 23 days ago