QuantLib
Mission : Impossible (AutoDiff)
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| QuantLib | Mission : Impossible (AutoDiff) | |
|---|---|---|
| 1 | - | |
| 4,810 | 20 | |
| - | - | |
| 9.8 | 0.0 | |
| 3 days ago | about 2 years ago | |
| C++ | C++ | |
| GNU General Public License v3.0 or later | MIT License |
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
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Question About Fitting The Heston Model To Market Data
Check out the last 2 methods here https://github.com/lballabio/QuantLib/blob/master/ql/models/equity/hestonmodelhelper.cpp
Mission : Impossible (AutoDiff)
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Tracking mentions began in Dec 2020.
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