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QuantLib | Eigen | |
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1 | - | |
4,810 | - | |
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9.8 | - | |
3 days ago | almost 8 years ago | |
C++ | ||
GNU General Public License v3.0 or later | - |
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
Eigen
We haven't tracked posts mentioning Eigen yet.
Tracking mentions began in Dec 2020.
What are some alternatives?
ceres-solver - A large scale non-linear optimization library
GLM - OpenGL Mathematics (GLM)
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.
TinyExpr - tiny recursive descent expression parser, compiler, and evaluation engine for math expressions
blaze
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
Boost.Multiprecision - Boost.Multiprecision
Xerus - A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks
CGal - The public CGAL repository, see the README below