QuantLib
TinyExpr
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QuantLib | TinyExpr | |
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1 | 2 | |
4,810 | 1,496 | |
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9.8 | 3.5 | |
3 days ago | 5 days ago | |
C++ | C | |
GNU General Public License v3.0 or later | zlib License |
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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
TinyExpr
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math expression interpreter
I had a hard time understanding your readme. I see that you use make to build the program; Why not compile? Does it read stdin or how do you use it? Is it a library you can include and use a command to evaluate arithmetic, like TinyExpr?
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How would I go about creating a simple parser?
also read this codebase https://github.com/codeplea/tinyexpr
What are some alternatives?
Eigen
ExprTK - C++ Mathematical Expression Parsing And Evaluation Library https://www.partow.net/programming/exprtk/index.html
ceres-solver - A large scale non-linear optimization library
muparser - muparser is a fast math parser library for C/C++ with (optional) OpenMP support.
GLM - OpenGL Mathematics (GLM)
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
hlslpp - Math library using hlsl syntax with SSE/NEON support
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.
ceval - A C/C++ library for parsing and evaluation of arithmetic expressions.
Xerus - A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks
Vc - SIMD Vector Classes for C++