pcaspers

Acadia - An LSEG BusinessGermany

Pinned Repositories

assign
Boost.org assign module
Language:C++0 1 00
cpprestsdk
The C++ REST SDK is a Microsoft project for cloud-based client-server communication in native code using a modern asynchronous C++ API design. This project aims to help C++ developers connect to and interact with services.
Language:C++0 0 00
hql
QuantLib reimplementation in Haskell
Language:Haskell4 3 01
QuantLib
The QuantLib C++ library
Language:C++6 3 03
quantlib-old
The QuantLib C++ library and extensions (<http://quantlib.org>)
Language:C++2 9 08
Quantuccia
header only essentials of QuantLib
Language:C++25 3 48

pcaspers's Repositories

pcaspers/Quantuccia
header only essentials of QuantLib
Language:C++25 3 48
pcaspers/QuantLib
The QuantLib C++ library
Language:C++6 3 03
pcaspers/hql
QuantLib reimplementation in Haskell
Language:Haskell4 3 01
pcaspers/quantlib-old
The QuantLib C++ library and extensions (<http://quantlib.org>)
Language:C++2 9 08
pcaspers/assign
Boost.org assign module
Language:C++0 1 00
pcaspers/cpprestsdk
The C++ REST SDK is a Microsoft project for cloud-based client-server communication in native code using a modern asynchronous C++ API design. This project aims to help C++ developers connect to and interact with services.
Language:C++0 0 00
pcaspers/Engine
Open Source Risk Engine
Language:C++2 0
pcaspers/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Language:Java2 0
pcaspers/finmath-lib-automaticdifferentiation-extensions
Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).
Language:Java2 0
pcaspers/hquantlib
HQuantLib, financial math in Haskell
Language:Haskell2 0
pcaspers/irony-mode
A C/C++ minor mode for Emacs powered by libclang
Language:Emacs Lisp2 0
pcaspers/QuantLib-SWIG
The QuantLib extension modules
Language:Python3 0
pcaspers/QuantLibAddin
An API for QuantLib which facilitates deployment to end user platforms such as spreadsheets.
Language:C++2 0
pcaspers/QuantLibOAD
AD support libraries for QuantLib
Language:FORTRAN2 0
pcaspers/QuantLibXL
An Excel addin for QuantLib.
Language:CSS2 0
pcaspers/reposit
An object repository which facilitates deployment of C++ libraries to end user environments such as spreadsheets.
Language:C++2 0
pcaspers/swig
A fork of SWIG which implements a new module for use with the reposit project
Language:C++2 0
pcaspers/tapescript
Adjoint algorithmic differentiation (AAD) class library and tape compression standard
Language:C++2 0

pcaspers

Pinned Repositories

assign

cpprestsdk

hql

QuantLib

quantlib-old

Quantuccia

pcaspers's Repositories

pcaspers/Quantuccia

pcaspers/QuantLib

pcaspers/hql

pcaspers/quantlib-old

pcaspers/assign

pcaspers/cpprestsdk

pcaspers/Engine

pcaspers/finmath-lib

pcaspers/finmath-lib-automaticdifferentiation-extensions

pcaspers/hquantlib

pcaspers/irony-mode

pcaspers/QuantLib-SWIG

pcaspers/QuantLibAddin

pcaspers/QuantLibOAD

pcaspers/QuantLibXL

pcaspers/reposit

pcaspers/swig

pcaspers/tapescript