QuantMath
rust-blas
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| QuantMath | rust-blas | |
|---|---|---|
| 5 | - | |
| 347 | 82 | |
| - | - | |
| 0.0 | 0.0 | |
| 11 months ago | about 4 years ago | |
| Rust | Rust | |
| MIT License | MIT License |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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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-blas
We haven't tracked posts mentioning rust-blas 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
blas - Wrappers for BLAS (Fortran)
rulinalg - A linear algebra library written in Rust
lapack - Wrappers for LAPACK (Fortran)
ncollide - 2 and 3-dimensional collision detection library in Rust.
rust-GSL - A GSL (the GNU Scientific Library) binding for Rust
cgmath-rs - A linear algebra and mathematics library for computer graphics.
lbfgsb-sys - Rust binding of fortran Limited memory LBFGS subroutine