QuantMath Alternatives
Similar projects and alternatives to QuantMath
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WorkOS
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.
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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.
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tf-quant-finance
High-performance TensorFlow library for quantitative finance.
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QuantMath reviews and mentions
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QuantMath: Financial maths library for risk-neutral pricing and risk in Rust
Fun, but seems extremely limited. I can't see a way to bootstrap a yield curve for interest rates, which is the first thing i would need to do. The standard model for curves seems to bake in assumptions about day count convention and interpolation:
https://github.com/MarcusRainbow/QuantMath/blob/b51ffacc2cfe...
There is no provision for swaps or futures. Perhaps this is not aimed at rates use cases?
Stats
MarcusRainbow/QuantMath is an open source project licensed under MIT License which is an OSI approved license.
The primary programming language of QuantMath is Rust.