rust-gmp
QuantMath
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| rust-gmp | QuantMath | |
|---|---|---|
| 1 | 5 | |
| 33 | 347 | |
| - | - | |
| 0.0 | 0.0 | |
| over 9 years ago | 11 months ago | |
| Rust | Rust | |
| MIT License | MIT License |
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.
rust-gmp
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Best library for multiplication of big unsigned integers
rug and rust-gmp were significantly faster than everything else, which also mirrors my experiences.
QuantMath
- MarcusRainbow/QuantMath
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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?
ncollide - 2 and 3-dimensional collision detection library in Rust.
Emu - The write-once-run-anywhere GPGPU library for Rust
rulinalg - A linear algebra library written in Rust
nalgebra - Linear algebra library for Rust.
bigint-benchmark-rs - Bechmarks for Rust big integer implementations
lapack - Wrappers for LAPACK (Fortran)
cgmath-rs - A linear algebra and mathematics library for computer graphics.
rust-GSL - A GSL (the GNU Scientific Library) binding for Rust
nphysics - 2 and 3-dimensional rigid body physics engine for Rust.
lbfgsb-sys - Rust binding of fortran Limited memory LBFGS subroutine
rust-blas - BLAS bindings for Rust