10 open-source projects similar to auto-differentiation/quantlib-risks-cpp, ranked by how many features they have in common. Compare stars, activity and what each one does to find the best QuantLib Risks Cpp alternative.
Fast, easy automatic differentiation in C++
JQuantLib is a library for Quantitative Finance written in 100% Java
QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial calculations and simulations. It serves as a framework for quantitative finance modeling and trading risk management, providing the tools necessary to calculate fair values and risk metrics for diverse financial assets. The project focuses on financial instrument modeling and the evaluation of potential losses and exposure levels to inform portfolio management decisions. It provides a system for modeling financial instruments and managing trading risk through quantitative mathematical m
Open-source runtime for math. Write MATLAB syntax, run on CPU GPU across platforms (Mac/Win/Linux/Web).
This project is a Python wrapper for the TA-Lib library, providing a technical analysis library for computing moving averages, momentum, and volatility metrics for financial time series analysis. It serves as a financial indicator calculator that processes price and volume arrays to generate technical signals and pattern recognition. The library includes an incremental data processor capable of computing the most recent technical indicator values as new streaming market data arrives. This allows for real-time price monitoring and the processing of streaming data without recalculating entire d