QuantLib
Apophenia
QuantLib | Apophenia | |
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1 | 2 | |
4,861 | 197 | |
- | - | |
9.8 | 0.0 | |
7 days ago | over 4 years ago | |
C++ | C | |
GNU General Public License v3.0 or later | - |
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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
Apophenia
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I’ve had the same supper for 10 years
I like the word describing this tendency:
apophenia : the tendency to perceive a connection or meaningful pattern between unrelated or random things (such as objects or ideas)
I learned the word on account of http://apophenia.info which is open source software used for the book "Modeling With Data" by Ben Klemens. His "21st Century C" is more commonly encountered.
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C Deep
apophenia - Library for statistical and scientific computing. GPL-2.0-only
What are some alternatives?
Eigen
muparser - muparser is a fast math parser library for C/C++ with (optional) OpenMP support.
ceres-solver - A large scale non-linear optimization library
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
GLM - OpenGL Mathematics (GLM)
CGal - The public CGAL repository, see the README below
TinyExpr - tiny recursive descent expression parser, compiler, and evaluation engine for math expressions
Wykobi - Wykobi C++ Computational Geometry Library https://www.wykobi.com
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.