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Peter Caspers (pcaspers)

pcaspers

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Company:Acadia - An LSEG Business

Location:Germany

Home Page:www.acadia.inc

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Peter Caspers's repositories

Quantuccia

header only essentials of QuantLib

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QuantLib

The QuantLib C++ library

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hql

QuantLib reimplementation in Haskell

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quantlib-old

The QuantLib C++ library and extensions (<http://quantlib.org>)

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assign

Boost.org assign module

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cpprestsdk

The C++ REST SDK is a Microsoft project for cloud-based client-server communication in native code using a modern asynchronous C++ API design. This project aims to help C++ developers connect to and interact with services.

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Engine

Open Source Risk Engine

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finmath-lib

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

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finmath-lib-automaticdifferentiation-extensions

Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).

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hquantlib

HQuantLib, financial math in Haskell

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irony-mode

A C/C++ minor mode for Emacs powered by libclang

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QuantLib-SWIG

The QuantLib extension modules

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QuantLibAddin

An API for QuantLib which facilitates deployment to end user platforms such as spreadsheets.

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QuantLibOAD

AD support libraries for QuantLib

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QuantLibXL

An Excel addin for QuantLib.

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reposit

An object repository which facilitates deployment of C++ libraries to end user environments such as spreadsheets.

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swig

A fork of SWIG which implements a new module for use with the reposit project

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tapescript

Adjoint algorithmic differentiation (AAD) class library and tape compression standard

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