QuantMath
rust-GSL
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| QuantMath | rust-GSL | |
|---|---|---|
| 5 | - | |
| 347 | 187 | |
| - | - | |
| 0.0 | 6.8 | |
| 11 months ago | 13 days ago | |
| Rust | Rust | |
| MIT License | 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.
QuantMath
- MarcusRainbow/QuantMath
-
QuantMath: Financial maths library for risk-neutral pricing and risk in Rust
Fun, but seems extremely limited. I can't see a way to bootstrap a yield curve for interest rates, which is the first thing i would need to do. The standard model for curves seems to bake in assumptions about day count convention and interpolation:
https://github.com/MarcusRainbow/QuantMath/blob/b51ffacc2cfe...
There is no provision for swaps or futures. Perhaps this is not aimed at rates use cases?
rust-GSL
We haven't tracked posts mentioning rust-GSL yet.
Tracking mentions began in Dec 2020.
What are some alternatives?
rust-gmp
nalgebra - Linear algebra library for Rust.
Emu - The write-once-run-anywhere GPGPU library for Rust
cgmath-rs - A linear algebra and mathematics library for computer graphics.
rulinalg - A linear algebra library written in Rust
lapack - Wrappers for LAPACK (Fortran)
ncollide - 2 and 3-dimensional collision detection library in Rust.
lbfgsb-sys - Rust binding of fortran Limited memory LBFGS subroutine
rust-blas - BLAS bindings for Rust
nphysics - 2 and 3-dimensional rigid body physics engine for Rust.