QuantLib is a cross-platform, quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. It is also wrapped as Python/Ruby/Scheme modules. Extensions for Excel, R, and Mathematica are available. Other such extensions are under consideration. QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on.
XML Binary Infoset Encoding (XBIS) is an encoding designed to eliminate most of the padding of XML text documents being passed between programs, while being faster to generate and interpret. The focus is more on speed than on size, so if document size is the major concern standard compression algorithms can offer superior results. The current Java implementation shows 4-8X performance benefits over standard XML parsers over a range of document types and sizes and across JVMs tested.
libstree is a generic suffix tree implementation, written in C. It can handle arbitrary data structures as elements of a string. It is therefore not limited to simple ASCII character strings, like most demo implementations of suffix algorithms are. libstree can handle multiple strings per suffix tree, including dynamic insertion and removal of strings. It provides various means of obtaining information about nodes in the tree, such as depth-first and breadth-first iteration, leaves iteration, and bottom-up iteration.