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Derivatives-Algorithms-Lib Public
AAD enabled and scripting included derivatives modeling.
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machinist2 Public
Machinist is an automatic code generator by looking up mark-up blocks. Machinist2 is enhanced with Linux support.
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rateslib Public
Forked from attack68/rateslibA fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction …
Other UpdatedApr 9, 2026 -
CoDiPack Public
Forked from SciCompKL/CoDiPackFast gradient evaluation in C++ based on Expression Templates.
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XAD Public
Forked from auto-differentiation/xadA fast and comprehensive C++ library for automatic differentiation
C++ GNU Affero General Public License v3.0 UpdatedApr 8, 2026 -
rapidjson Public
Forked from Tencent/rapidjsonA fast JSON parser/generator for C++ with both SAX/DOM style API
C++ Other UpdatedApr 8, 2026 -
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claude-code Public
Forked from ultraworkers/claw-codeAn independent Python feature port of Claude Code, entirely rewritten from scratch. Educational Purpose only.
TypeScript UpdatedMar 31, 2026 -
QuantLib-1 Public
Forked from lballabio/QuantLibThe QuantLib C++ library
C++ Other UpdatedMar 24, 2026 -
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Engine Public
Forked from OpenSourceRisk/EngineOpen Source Risk Engine
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dal.jax Public
derivatives pricing both with DAL and JAX
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Adept-2 Public
Forked from rjhogan/Adept-2Combined array and automatic differentiation library in C++
C++ Apache License 2.0 UpdatedDec 14, 2025 -
Hedgehog.jl Public
Forked from aleCombi/Hedgehog.jlA derivatives pricing library with AD sensitivities and calibration
Julia MIT License UpdatedNov 25, 2025 -
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datafusion-remote-table Public
Forked from systemxlabs/datafusion-remote-tableA DataFusion table provider for executing SQL queries on remote databases.
Rust MIT License UpdatedJun 1, 2025 -
datafusion-flight-sql-server Public
Forked from datafusion-contrib/datafusion-flight-sql-serverDataFusion FlightSQL Server
Rust Apache License 2.0 UpdatedMay 22, 2025 -
Enzyme Public
Forked from EnzymeAD/EnzymeHigh-performance automatic differentiation of LLVM and MLIR.
LLVM Other UpdatedMay 5, 2025 -
influxdb Public
Forked from influxdata/influxdbScalable datastore for metrics, events, and real-time analytics
Rust Apache License 2.0 UpdatedMar 20, 2025 -
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DiffFusion.jl Public
Forked from frame-consulting/DiffFusion.jlHigh performance hybrid Monte Carlo simulation
Julia MIT License UpdatedSep 15, 2024 -
stream-processing-with-apache-flink Public
Forked from polyzos/stream-processing-with-apache-flinkJava UpdatedAug 6, 2024 -
JAX-in-Action Public
Forked from che-shr-cat/Deep_Learning_with_JAXNotebooks for the "JAX in Action" book
Jupyter Notebook UpdatedJun 21, 2024 -
poseidon Public
Forked from camlab-ethz/poseidonCode for the paper "Poseidon: Efficient Foundation Models for PDEs"
Python UpdatedJun 3, 2024 -
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RustQuant Public
Forked from avhz/RustQuantRust library for quantitative finance.
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