Pinned Repositories
anki-addons
asdf-perl
Catch2
A modern, C++-native, test framework for unit-tests, TDD and BDD - using C++14, C++17 and later (C++11 support is in v2.x branch, and C++03 on the Catch1.x branch)
cmake-conan
CMake wrapper for conan C and C++ package manager
Competitive-programming-library
Code library for competitive programming purposes.
CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
FinanceDatabase
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
QuantLib
The QuantLib C++ library
SwapsBook
Interest Rate Swaps – Theory, Pricing and Practice
QuantLib
The QuantLib C++ library
bcamel's Repositories
bcamel/Catch2
A modern, C++-native, test framework for unit-tests, TDD and BDD - using C++14, C++17 and later (C++11 support is in v2.x branch, and C++03 on the Catch1.x branch)
bcamel/cmake-conan
CMake wrapper for conan C and C++ package manager
bcamel/Competitive-programming-library
Code library for competitive programming purposes.
bcamel/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
bcamel/cookiecutter-python-project
bcamel/cookiecutter_cpp
bcamel/cpp_starter_project
A template CMake project to get you started with C++ and tooling
bcamel/csv-diff
Python CLI tool and library for diffing CSV and JSON files
bcamel/FinanceDatabase
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
bcamel/QuantLib
The QuantLib C++ library
bcamel/SwapsBook
Interest Rate Swaps – Theory, Pricing and Practice
bcamel/DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
bcamel/eigen
bcamel/Engine
Open Source Risk Engine
bcamel/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
bcamel/FinanceToolkit
Transparent and Efficient Financial Analysis
bcamel/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
bcamel/ISDA_SIMM
Implementation of ISDA SIMM v2.3 & 2.4
bcamel/luigi
Luigi is a Python module that helps you build complex pipelines of batch jobs. It handles dependency resolution, workflow management, visualization etc. It also comes with Hadoop support built in.
bcamel/MBS-Prepayment-in-Python
bcamel/nlopt
library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
bcamel/OpenBBTerminal
Investment Research for Everyone, Anywhere.
bcamel/opencv
Open Source Computer Vision Library
bcamel/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
bcamel/QuantLib-SWIG
QuantLib wrappers to other languages
bcamel/simple_memory_allocator
Following arjunsreedharan.org 'Memory Allocators 101'
bcamel/spdlog
Fast C++ logging library.
bcamel/spring-data-sqlite
bcamel/stackoverflow_grpc_starter
bcamel/Strata
Open source analytics and market risk library from OpenGamma