safe_numerics
QuantLib
| safe_numerics | QuantLib | |
|---|---|---|
| - | 1 | |
| 205 | 4,829 | |
| -0.5% | - | |
| 0.0 | 9.8 | |
| 17 days ago | 6 days ago | |
| C++ | C++ | |
| Boost Software License 1.0 | GNU General Public License v3.0 or later |
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safe_numerics
We haven't tracked posts mentioning safe_numerics 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?
ExprTK - C++ Mathematical Expression Parsing And Evaluation Library https://www.partow.net/programming/exprtk/index.html
Eigen
muparser - muparser is a fast math parser library for C/C++ with (optional) OpenMP support.
ceres-solver - A large scale non-linear optimization library
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).
GLM - OpenGL Mathematics (GLM)
CGal - The public CGAL repository, see the README below
TinyExpr - tiny recursive descent expression parser, compiler, and evaluation engine for math expressions
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
Vc - SIMD Vector Classes for C++