2 projects tagged "Finance"
Updated 19 Nov 2011
MibianLib
| Pop | 51.67 |
|---|---|
| Vit | 2.23 |
Mibian lib is an options pricing library offering the ability to calculate the price, the implied volatility, the Greeks or the put-call parity of an option using the Garman-Kohlhagen, and the Black-Scholes models.
Updated 30 Apr 2013
uterus
| Pop | 89.83 |
|---|---|
| Vit | 6.12 |
uterus is a codec library for financial tick data with an emphasis on market data integrity and maintainability. It comes with a set of tools to convert (mux) and print (demux) data from some sources, and to perform standard tasks like selecting instruments, creating snapshots and candles from tick data, etc. Special care is taken to provide longevity and consistence. All timestamps are internally converted to coordinated time, and price and quantity quotes are converted to a monetary datatype which doesn't suffer from rounding errors. Most importantly, meta data is stored along with the payload data in an inseparable unit, to provide self-contained and self-documenting files or network streams.
