TinyExpr
QuantLib
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| TinyExpr | QuantLib | |
|---|---|---|
| 2 | 1 | |
| 1,496 | 4,810 | |
| - | - | |
| 3.5 | 9.8 | |
| 7 days ago | 5 days ago | |
| C | C++ | |
| zlib License | GNU General Public License v3.0 or later |
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TinyExpr
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math expression interpreter
I had a hard time understanding your readme. I see that you use make to build the program; Why not compile? Does it read stdin or how do you use it? Is it a library you can include and use a command to evaluate arithmetic, like TinyExpr?
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How would I go about creating a simple parser?
also read this codebase https://github.com/codeplea/tinyexpr
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
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
GLM - OpenGL Mathematics (GLM)
hlslpp - Math library using hlsl syntax with SSE/NEON support
ceval - A C/C++ library for parsing and evaluation of arithmetic expressions.
OpenBLAS - OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.
Vc - SIMD Vector Classes for C++
Xerus - A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks