#derivatives (9 Repositories)
Ranked open-source repositories tagged with #derivatives, scored by pull request acceptance likelihood and maintainer engagement velocity.
39.2%
15.6h
9 repositories tagged #derivatives
OpenBB-finance/OpenBB
Open Data Platform for analysts, quants and AI agents.
OpenGamma/Strata
Open source analytics and market risk library from OpenGamma
casadi/casadi
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python, Matlab/Octave, Julia or Javascript
JuliaDiff/FiniteDiff.jl
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
spacious-team/investbook
Оценка эффективности инвестиций и трейдинга с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
openbq-org/OpenBB
Open Data Platform for analysts, quants and AI agents.
goldmansachs/gs-quant
Python toolkit for quantitative finance
autodiff/autodiff
automatic differentiation made easier for C++
quantsbin/Quantsbin
Quantitative Finance tools