QuantLib
LibTomMath
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| QuantLib | LibTomMath | |
|---|---|---|
| 1 | 2 | |
| 4,810 | 629 | |
| - | 1.3% | |
| 9.8 | 8.0 | |
| 3 days ago | 11 days ago | |
| C++ | C | |
| GNU General Public License v3.0 or later | 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
LibTomMath
- How to convert a large decimal number in string form to base 2^16 in C?
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A language that lets you use large numbers
If you want arbitrary-precision arithmetic in C, you can use libtommath.
What are some alternatives?
Eigen
TinyExpr - tiny recursive descent expression parser, compiler, and evaluation engine for math expressions
ceres-solver - A large scale non-linear optimization library
blaze
GLM - OpenGL Mathematics (GLM)
MIRACL - MIRACL Cryptographic SDK: Multiprecision Integer and Rational Arithmetic Cryptographic Library is a C software library that is widely regarded by developers as the gold standard open source SDK for elliptic curve cryptography (ECC).
Boost.Multiprecision - Boost.Multiprecision
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.
muparser - muparser is a fast math parser library for C/C++ with (optional) OpenMP support.
Xerus - A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks
metamath - Meta mathematics. Symbolic functions and derivatives.