Xerus
A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks (by libxerus)
QuantLib
The QuantLib C++ library (by lballabio)
Xerus | QuantLib | |
---|---|---|
- | 1 | |
20 | 4,848 | |
- | - | |
0.0 | 9.8 | |
over 1 year ago | 6 days ago | |
C++ | C++ | |
GNU Affero General Public License v3.0 | GNU General Public License v3.0 or later |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
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.
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.
Xerus
Posts with mentions or reviews of Xerus.
We have used some of these posts to build our list of alternatives
and similar projects.
We haven't tracked posts mentioning Xerus yet.
Tracking mentions began in Dec 2020.
QuantLib
Posts with mentions or reviews of QuantLib.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2023-01-24.
-
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?
When comparing Xerus and QuantLib you can also consider the following projects:
Justinbobia - The Configurable Math Library
Eigen
ceres-solver - A large scale non-linear optimization library
CGal - The public CGAL repository, see the README below
GLM - OpenGL Mathematics (GLM)
LibTomMath - LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.
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.