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auto-differentiation/QuantLib-Risks-Cpp

0
View on GitHub↗
40 stars·16 forks·C++·5 viewsauto-differentiation.github.io/quantlib-aad/cxx↗

QuantLib Risks Cpp

QuantLib with AAD

Features

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

Star history

Star history chart for auto-differentiation/quantlib-risks-cppStar history chart for auto-differentiation/quantlib-risks-cpp

How this analysis was created: This summary and feature list were written by an AI model that read the project's README and public documentation pages. Each feature links to the documentation it came from; stars, license and language come straight from the GitHub API. The model does not read the source code, and the analysis is refreshed when the project is re-analysed. Learn more on our About page.

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Open-source alternatives to QuantLib Risks Cpp

Similar open-source projects, ranked by how many features they share with QuantLib Risks Cpp.
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  • amaggiulli/qlnetamaggiulli avatar

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See all 10 alternatives to QuantLib Risks Cpp→

Frequently asked questions

What does auto-differentiation/quantlib-risks-cpp do?

QuantLib with AAD

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

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

What are some open-source alternatives to auto-differentiation/quantlib-risks-cpp?

Open-source alternatives to auto-differentiation/quantlib-risks-cpp 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…