GMTL
QuantLib
GMTL | QuantLib | |
---|---|---|
- | 1 | |
21 | 4,829 | |
- | - | |
0.0 | 9.8 | |
about 6 years ago | 6 days ago | |
C++ | C++ | |
GNU General Public License v3.0 or later | 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.
GMTL
We haven't tracked posts mentioning GMTL 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)
Eigen
ceres-solver - A large scale non-linear optimization library
CGal - The public CGAL repository, see the README below
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
TinyExpr - tiny recursive descent expression parser, compiler, and evaluation engine for math expressions
MIRACL - MIRACL Cryptographic SDK: Multiprecision Integer and Rational Arithmetic Cryptographic Library is a C software library that is widely regarded by developers as the gold standard open source SDK for elliptic curve cryptography (ECC).
metamath - Meta mathematics. Symbolic functions and derivatives.
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.