lapack
Wrappers for LAPACK (Fortran) (by blas-lapack-rs)
QuantMath
Financial maths library for risk-neutral pricing and risk (by MarcusRainbow)
| lapack | QuantMath | |
|---|---|---|
| - | 5 | |
| 80 | 347 | |
| - | - | |
| 1.8 | 0.0 | |
| about 3 years ago | 11 months ago | |
| Rust | Rust | |
| GNU General Public License v3.0 or later | MIT License |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
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.
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.
lapack
Posts with mentions or reviews of lapack.
We have used some of these posts to build our list of alternatives
and similar projects.
We haven't tracked posts mentioning lapack yet.
Tracking mentions began in Dec 2020.
QuantMath
Posts with mentions or reviews of QuantMath.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2021-01-17.
- 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?
What are some alternatives?
When comparing lapack and QuantMath you can also consider the following projects:
blas - Wrappers for BLAS (Fortran)
rust-gmp
ncollide - 2 and 3-dimensional collision detection library in Rust.
Emu - The write-once-run-anywhere GPGPU library for Rust
nphysics - 2 and 3-dimensional rigid body physics engine for Rust.
nalgebra - Linear algebra library for Rust.
lbfgsb-sys - Rust binding of fortran Limited memory LBFGS subroutine
rulinalg - A linear algebra library written in Rust
rust-GSL - A GSL (the GNU Scientific Library) binding for Rust
rust-blas - BLAS bindings for Rust