RSS 2 projects tagged "Investment"

Download Website Updated 05 Jun 2007 QuantLib

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Pop 157.00
Vit 8.86

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.

Download Website Updated 08 Feb 2004 MCOV

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Pop 26.15
Vit 1.00

MCOV (Monte Carlo Option Valuer) uses a Monte Carlo method to estimate the value of American-style financial options to a trader using a particular strategy. New strategies can be employed by subclassing strategy (and maybe day and day-factory) classes.

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r6rs-protobuf

Protocol Buffers for R6RS Scheme.

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Ada EL

A library which implements an expression language similar to JSP and JSF.