eigen
QuantLib
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eigen | QuantLib | |
---|---|---|
- | 1 | |
23 | 4,810 | |
- | - | |
0.0 | 9.8 | |
over 5 years ago | 1 day ago | |
C++ | C++ | |
BSD 3-clause "New" or "Revised" License | 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
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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?
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polynomial - Haskell library for manipulating and evaluating polynomials
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.