What are the main features of auto-differentiation/quantlib-risks-cpp?

The main features of auto-differentiation/quantlib-risks-cpp are: Cross-Language Frameworks.

Which projects share features with auto-differentiation/quantlib-risks-cpp?

Projects with overlapping indexed features include: amaggiulli/qlnet — QLNet C# Library. auto-differentiation/xad — Fast, easy automatic differentiation in C++. eddelbuettel/rquantlib — R interface to the QuantLib library. enthought/pyql — Cython QuantLib wrappers. frgomes/jquantlib — JQuantLib is a library for Quantitative Finance written in 100% Java. lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial…

QuantLib Risks Cpp - compute derivatives risk

Name: auto-differentiation/quantlib-risks-cpp
Author: auto-differentiation

Features

Cross-Language Frameworks - C++ implementation for fast risk calculations using QuantLib.

auto-differentiation/xad

421View on GitHub

Fast, easy automatic differentiation in C++

eddelbuettel/rquantlib

132View on GitHub

R interface to the QuantLib library

enthought/pyql

1,309View on GitHub

Cython QuantLib wrappers

amaggiulli/QLNet

426View on GitHub

How this analysis was created: This summary and feature list are AI-generated from collected project material and can contain mistakes. Stars, license and language are imported from GitHub. Inclusion does not mean that we have tested or audited this project. Check the source documentation for any feature you depend on. Learn more on our About page.