2 projects tagged "Investment"
Updated 05 Jun 2007
QuantLib
| Pop | 152.79 |
|---|---|
| Vit | 9.17 |
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.
Updated 25 Dec 2005
IbPy
| Pop | 27.75 |
|---|---|
| Vit | 2.26 |
IbPy is a third-party implementation of the API used for accessing the Interactive Brokers online trading system. IbPy implements functionality that a Python programmer can use to connect to IB, request stock ticker data, submit orders for stocks and options, and more.
