vermosen

Paris, France

Pinned Repositories

cfp
A C++ implementation of the Chen-Feng-Palomar model (2017) with python/R bindings
Language:C++1 0 00
dtccClient
a service/console solution to download and store OTC derivative data from dtcc to sql server and apache cassandra
Language:C++41
LiborModel
Market Model Calibration using QuantLib
Language:C++1 2 05
meta
a set of C++ metaprogramming ressources
Language:C++1 1 00
smoothy
a n-dim smoothing library
Language:C++0 1 01
spherical
elementary openGL win32 application
Language:C++2 1 00
thOth
thOth is an open-source high frequency trading library in C++
Language:C++30 3 029
tws11
a C++/python binding for tws API using C++ 11
Language:C++1 1 00
vbClassLibrary
a compact library in vb.net to handle Bloomberg and Reuters data feeds
Language:Visual Basic2 1 00
xlObjectTools
custom excel addin for fixed-income quantitative projects
Language:C++3 1 02

vermosen's Repositories

vermosen/cfp
A C++ implementation of the Chen-Feng-Palomar model (2017) with python/R bindings
Language:C++1 0 00
vermosen/meta
a set of C++ metaprogramming ressources
Language:C++1 1 00
vermosen/tws11
a C++/python binding for tws API using C++ 11
Language:C++1 1 00
vermosen/smoothy
a n-dim smoothing library
Language:C++0 1 01
vermosen/arrow-python
testing around arrow+ipc in python
vermosen/ceres-solver
A large scale non-linear optimization library
Language:C++0 0
vermosen/cmake-utils
cross-project utilities for cmake
Language:CMake1 0
vermosen/conan-utils
a bunch of conan recipes
Language:Python1 0
vermosen/cpp11
cpp11 is a header-only R package that helps R package developers handle R objects with C++ code.
Language:C++0 0
vermosen/csSnippets
a bunch of C# snippets
Language:C#1 0
vermosen/GoldenCheetah
Performance Software for Cyclists, Runners, Triathletes and Coaches
vermosen/hammer
a python/cython lib for fixed income modelling
Language:CMake1 0
vermosen/hello-cython
a package that use scikit-build + cython
Language:Python
vermosen/hello-py11
python package using scikit-build + pybind11
Language:C++1 0
vermosen/hello-rust
what is that ?
Language:Rust1 0
vermosen/hellosbt
a minimalistic sbt project
1 0
vermosen/java-snippets
a collection of java snippets
Language:Java
vermosen/optim
OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
Language:C++0 0
vermosen/ploomber
The fastest ⚡️ way to build data pipelines. Develop iteratively, deploy anywhere. ☁️
Language:Python0 0
vermosen/qcumber
an R package to use kdb in knitr
1 0
vermosen/QuantLib
The QuantLib C++ library
Language:C++1 0
vermosen/QuantLib-SWIG
QuantLib wrappers to other languages
Language:SWIG0 0
vermosen/RcppUtils
a minimalist version of RcppEigen to be used in a C++ build tree with a separate eigen dependency
Language:C++1 0
vermosen/rstudio
RStudio is an integrated development environment (IDE) for R
Language:Java0 0
vermosen/Rtws11
R version of the tws11 package
1 0
vermosen/scalp
toy project to experiment with c++/scala integration
1 0
vermosen/slurm
Slurm: A Highly Scalable Workload Manager
Language:C0 0
vermosen/steven
A python package to study Heston models
Language:C++1 0
vermosen/test-dash
a dash server project
vermosen/vscode
Visual Studio Code
Language:TypeScript1 0