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Eigen | QuantLib | |
---|---|---|
- | 1 | |
- | 4,810 | |
- | - | |
- | 9.8 | |
almost 8 years ago | 5 days ago | |
C++ | ||
- | 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.
Eigen
We haven't tracked posts mentioning Eigen yet.
Tracking mentions began in Dec 2020.
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
What are some alternatives?
GLM - OpenGL Mathematics (GLM)
ceres-solver - A large scale non-linear optimization library
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.
blaze
TinyExpr - tiny recursive descent expression parser, compiler, and evaluation engine for math expressions
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
Boost.Multiprecision - Boost.Multiprecision
CGal - The public CGAL repository, see the README below
Xerus - A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks