/xcb

XCUBE, a real-time computing framework specialized for China's derivatives market

Primary LanguageCGNU General Public License v2.0GPL-2.0

XCUBE -- A real-time computing framework specialized for China's derivatives market

At our company, XCUBE is a substantial part of our market making system, and we
mainly use it to compute implied volatilities, greeks, and theoretical prices almost
every 'tick'.  Although the framework is designed for heavyload derivatives computing,
you can always run your own real-time indicators blazing fast on this babe.