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JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. It provides "quants" and Java application developers several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial ... [More]
This project is inspired by elementary, it shares and admires the goals of the elementary project that started with just an icon theme, and now on its way to become an iconic linux distribution that will bring linux to the mass with simplicity, innovation and elegance. Based upon this, we dream to ... [More]
MarWiz is a market wizard framework for rapid development trading robots and backtesting trading strategies.
The web project of a set of techniques that individuals and organizations (entities) use to manage their money.
LOVictor E. Bazterra Departament of Physics University of Illinois at Chicago (2007) DescriptionThis project is a small C++ library for local optimization. It is a general interface that implements local optimization of functions. It implements linear search algorithm with or without ... [More]
Only for C++ beginners. There is a C++ library, QuantLib. There are books explain how to implement derivative pricing by C++. However, I want very very intuitive derivative pricing design. Example1. Operator overloading I don't want to use operator() to get payoff at expiry. It is ... [More]
SmartOptions is a derivatives pricing engine specifically designed to leverage multicore processors. Whenever possible it uses C++ templates in order to achieve maximum performance. The engine is currently being parallelized with the Intel threading building blocks library (TBB).
Financial date arithmetic, including date adjustment, schedule generation and day count fraction calculation.
Pricing modeling, simulation and implementation of diverse strategies on derivatives, mostly futures and options. Mostly a learning exercise.