eigen
QuantLib
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eigen | QuantLib | |
---|---|---|
0 | 1 | |
23 | 4,753 | |
- | - | |
0.0 | 9.9 | |
over 5 years ago | about 22 hours ago | |
C++ | C++ | |
BSD 3-clause "New" or "Revised" License | GNU General Public License v3.0 or later |
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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
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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?
arrayfire - Haskell bindings to ArrayFire
Eigen
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Xerus - A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks
magma - magma algebraic library
finite-field
agum - Unification and Matching in an Abelian Group
Mission : Impossible (AutoDiff) - A concise C++17 implementation of automatic differentiation (operator overloading)