/clibs

quantative libraries for derivative product pricing(target windows/linux)

Primary LanguageC++

Build Status Build Status/Window

init git repo automatically

git submodule init

git submodule update --recursive --remote

c/cpp library for quant

  • c/c++ libraries

    • blas, f2c, gsl, gslcblas, lapack, lbfgs, lets be rational, levmar

  • utility

    • bison/flex

build

  • windows(vs2015)
  • linux(ubuntu)
$ cmake --build . --target ALL_BUILD --config Release