QuantLib Alternatives

Similar projects and alternatives to QuantLib

• Eigen

  0 - - QuantLib VS Eigen

• ceres-solver

  8 3,589 8.3 C++ QuantLib VS ceres-solver

  A large scale non-linear optimization library

  

• WorkOS

  workos.com sponsored

  The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

  

• GLM

  36 8,653 9.0 C++ QuantLib VS GLM

  OpenGL Mathematics (GLM)

  

• TinyExpr

  2 1,492 2.9 C QuantLib VS TinyExpr

  tiny recursive descent expression parser, compiler, and evaluation engine for math expressions

• LibTomMath

  2 629 6.8 C QuantLib VS LibTomMath

  LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.

  

• OpenBLAS

  22 5,933 9.8 C QuantLib VS OpenBLAS

  OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.

  

• Xerus

  0 20 0.0 C++ QuantLib VS Xerus

  A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks

  

• InfluxDB

  www.influxdata.com sponsored

  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.

  

• Mission : Impossible (AutoDiff)

  0 20 0.0 C++ QuantLib VS Mission : Impossible (AutoDiff)

  A concise C++17 implementation of automatic differentiation (operator overloading)

• CGal

  2 4,534 10.0 C++ QuantLib VS CGal

  The public CGAL repository, see the README below

  

• Heston-Model-Calibration

  1 4 10.0 Python QuantLib VS Heston-Model-Calibration

• ExprTK

  10 566 0.0 C++ QuantLib VS ExprTK

  C++ Mathematical Expression Parsing And Evaluation Library https://www.partow.net/programming/exprtk/index.html