All Categories → No Category → quantlib

Top 3 quantlib open source projects

Tf Quant Finance

High-performance TensorFlow library for quantitative finance.

✭ 2,925

python Jupyter Notebook Starlark tensorflow gpu finance high-performance quantitative-finance high-performance-computing gpu-computing numerical-methods quantlib numerical-optimization numerical-integration

BusinessDays.jl

📆 A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.

✭ 53

julia r calendar julia-language holidays bank-holidays quantlib easter valuation days-calculator

Financial Derivatives Calculator with 168+ Models (Options Calculator)

1-3 of 3 quantlib projects