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pycafe is similar in spirit to the Quantlib Written in python, it benefits from an extensive scientific library (scipy) and a powerful array facility (numpy). The underlying object model hopes to be clean and to follow mathematical concepts (filtration, processes, ...)
The SFL project aims at providing some applications for computation and modeling in academic or practical studies on finance/economics. The programs are written in C/C++ and/or Python, with some open-source libraries, such as Quantlib, GSL, blitz++, fann, etc.
Project descriptionThis is a project aimed to create an automated algorithmic trading platform. The system consists of market data feed, trading strategy, order management and risk management modules. Initially, the system interfaces with Interactive Broker C++ API for market data feed and order management. The trading strategy boxes and risk management modules are developed using QuantLib. The initial goal of the system is to trade equity options and index options in the US and UK. The system s
JQuantLib provides a free, open-source and comprehensive framework for quantitative finance. It's a 100% Java translation of QuantLib, which is written in C++. JQuantLib provides pricing valuation of a wide range of asset classes, methods and models
WelcomeUltra-finance is a pure Python library & utility for real time stock data collection, analyzing and backtesting. First BuildFirst build is available at: http://code.google.com/p/ultra-finance/downloads/list Installation instruction can be found at: http://code.google.com/p/ultra-finance/wiki/BuildProcess Any questions can be posted at: http://groups.google.com/group/ultra-finance?pli=1 Examplesstock crawler -- save stock quotes/ticks to local disk(sqlite or hbase) DesignWe try to keep the
The RQuantLib package makes selected parts of QuantLib visible to the R user. Currently some basic option pricing functions are included, as well as fixed-income functions that can be used for interest rate curve construction and Bermuda swaption pricing. Further software contributions are welcome. The QuantLib project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, an
This project tries to bind the QuantLib and SGE together to improve the performance of Financial Computing. Finance is an area where well-written open-source projects could make a tremendous difference,and most computings of the quantitative finance are time sensitive.In this project,our goal is to make QuantLib usable in grid/parallel computing environment in order to get a higher speedup and a more accurate result of the financial computing. The QuantLib project is aimed at providing a compreh
The project is moving to GitHub. You can find it here HQuantLib is intended to be a port of QuantLib in Haskell. It is not one-to-one port of the library but rather it is a re-implementation of ideas leveraging current libraries available in Haskell Platform. The latest version implements: Currencies (major only) Time: Thirty360 DayCounter Base 1D stochastic processes: Geometric Brownian, generic Ito process, square-root, Ornstein-Uhlenbeck, generalized Black-Scholes Instruments: Bonds and Stock
Only for C++ beginners. There is a C++ library, QuantLib. There are books explain how to implement derivative pricing by C++. However, I want very very intuitive derivative pricing design. Example1. Operator overloading I don't want to use operator() to get payoff at expiry. It is supposed to be intuitive when using operator overloading. But at least for me operator() is not. The operator= is bad as well. See Google C++ Style Guide's operator overloading explanation. Just change it Equals() or C