QuantPDE

A high-performance, open-source, header-only C++(>=11) library for pricing derivatives. (by parsiad)

QuantPDE Alternatives

Similar projects and alternatives to QuantPDE based on common topics and language

  • TOSDataBridge

    A collection of resources for pulling real-time streaming data off of TDAmeritrade's ThinkOrSwim(TOS) platform; providing C, C++, Java and Python interfaces.

  • trade-frame

    C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

    InfluxDB logo
  • rodin

    Modern C++17 finite element method and shape optimization framework.

  • moneymanagerex

    Money Manager Ex is an easy to use, money management application built with wxWidgets

  • Kratos

    Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface. (by KratosMultiphysics)

  • Academy-Course-DAT31071

    Scripts supporting the Open Risk Academy course Tensor Calculations with the Eigen C++ Library

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a better QuantPDE alternative or higher similarity.

QuantPDE reviews and mentions

Posts with mentions or reviews of QuantPDE. We have used some of these posts to build our list of alternatives and similar projects.
  • Python Package for Exotic Derivatives
    1 project | /r/quant | 12 Jun 2023
    I wrote a library called QuantPDE when I was a graduate student that might have what you need. There is a tutorial on the GitHub page for how to implement a Bermudan option with discrete dividends.

Stats

Basic QuantPDE repo stats
1
54
0.7
about 1 year ago

parsiad/QuantPDE is an open source project licensed under BSD 3-clause "New" or "Revised" License which is an OSI approved license.

The primary programming language of QuantPDE is C++.


Sponsored
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com