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anki-addons

asdf-perl

catch2

A modern, C++-native, test framework for unit-tests, TDD and BDD - using C++14, C++17 and later (C++11 support is in v2.x branch, and C++03 on the Catch1.x branch)

cmake-conan

CMake wrapper for conan C and C++ package manager

competitive-programming-library

Code library for competitive programming purposes.

compfinance

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

cookiecutter-cpp-project

A cookiecutter for a C++ Project with lots of configuration options

cookiecutter-python-project

cookiecutter_cpp

cpp_starter_project

A template CMake project to get you started with C++ and tooling

csv-diff

Python CLI tool and library for diffing CSV and JSON files

dll_wrapper_gen

Automatic generation of Dll wrapper for both 32 bit and 64 bit Dll

drop

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

eigen

engine

Open Source Risk Engine

financedatabase

This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

genwrapper

A tool to generate DLL wrappers

isda_simm

Implementation of ISDA SIMM v2.3 & 2.4

mbs-prepayment-in-python

micropolis-java

Micropolis game, written in Java

mth9815-asset-backed-security-modeling

A project of implementing, modeling, and simulating asset-backed securities.

nlopt

library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization

ois-libor-curve-constructing

openbbterminal

Investment Research for Everyone, Anywhere.

opencv

Open Source Computer Vision Library

pdcurses

PDCurses - a curses library for environments that don't fit the termcap/terminfo model.

prepayments

Zero-inflated Poisson model for predicting prepayment rates of Ginnie Mae MBSs

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity