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quantlib
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Financial Derivatives Calculator with 168+ Models (Options Calculator)
options
monte-carlo
financial
quantlib
derivatives
quantitative-finance
futures
financial-analysis
currency-exchange
black-scholes
financial-engineering
swaps
options-trading
heston-model
spreads
options-pricing
term-structure-models
vasicek
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Jun 13, 2020 - C++
QuantLib ported to C++17 and with all Boost dependency removed
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Jul 29, 2017 - C++
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Jun 8, 2020 - Julia
quantlibjs / ql
QuantLibXL Sync bindings for node.js
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Aug 30, 2017 - C++
QuantLib with python in Docker
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Jun 17, 2020 - Dockerfile
QLDDS - Data Distribution Service for QuantLib
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Nov 25, 2019 - C++
Jupyter Notebook Docker image with Quantlib Package for Raspberry Pi 2 (armv7l)
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Jul 21, 2020 - Shell
Dockerized development environment with QuantLib-Python package
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Nov 3, 2017
my personal overview page and redirect for kapl.org
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Jun 12, 2020
A Matrix Library for Erlang that uses Quantlib's C++ library.
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Aug 2, 2020 - C++
Dockerized development environment with QuantLib C++ library based on Alpine Linux
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Aug 24, 2017
Jupyter Notebook Docker image for x86_64 platform
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May 8, 2018 - Python
Practice Questions using QuantLib 1.18 and Boost 17
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Apr 1, 2020 - C++
Dockerfile for using QuantLib-Python on the Conda stack
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Jan 13, 2019 - Dockerfile
A collection of derivative pricing module implemented in C++ and Python
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May 13, 2020 - C++
QuantLib Miniconda 3 on Ubuntu Linux in Docker
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Dec 31, 2019 - Shell
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Heston model has accurate density approximations for European option prices, which are of interest.
The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.