QuantLib vs Heston-Model-Calibration

QuantLib

The QuantLib C++ library (by lballabio)

Math quantitative-finance

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quantlib.org

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Heston-Model-Calibration

By AIMLModeling

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QuantLib		Heston-Model-Calibration
	Project
1	Mentions	1
4,810	Stars	5
-	Growth	-
9.8	Activity	10.0
6 days ago	Latest Commit	over 2 years ago
C++	Language	Python
GNU General Public License v3.0 or later	License	-

The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

QuantLib

Posts with mentions or reviews of QuantLib. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2023-01-24.

Question About Fitting The Heston Model To Market Data
2 projects | /r/quant | 24 Jan 2023

Check out the last 2 methods here https://github.com/lballabio/QuantLib/blob/master/ql/models/equity/hestonmodelhelper.cpp

Heston-Model-Calibration

Posts with mentions or reviews of Heston-Model-Calibration. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2023-01-24.

Question About Fitting The Heston Model To Market Data
2 projects | /r/quant | 24 Jan 2023

I'm trying to understand how this calibration of the Heston model is done in Quantlib https://github.com/AIMLModeling/Heston-Model-Calibration/blob/main/HestonVolVisuals.py

What are some alternatives?

When comparing QuantLib and Heston-Model-Calibration you can also consider the following projects:

Eigen

ceres-solver - A large scale non-linear optimization library

GLM - OpenGL Mathematics (GLM)

TinyExpr - tiny recursive descent expression parser, compiler, and evaluation engine for math expressions

LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.

OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.

Xerus - A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks

Mission : Impossible (AutoDiff) - A concise C++17 implementation of automatic differentiation (operator overloading)

CGal - The public CGAL repository, see the README below

ExprTK - C++ Mathematical Expression Parsing And Evaluation Library https://www.partow.net/programming/exprtk/index.html

metamath - Meta mathematics. Symbolic functions and derivatives.

Apophenia - A C library for statistical and scientific computing