Peter Caspers (pcaspers)

pcaspers

Geek Repo

Company:Acadia - An LSEG Business

Location:Germany

Home Page:www.acadia.inc

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Peter Caspers's starred repositories

carbon-lang

Carbon Language's main repository: documents, design, implementation, and related tools. (NOTE: Carbon Language is experimental; see README)

Language:C++License:NOASSERTIONStargazers:32247Issues:392Issues:601

QuantLib

The QuantLib C++ library

Language:C++License:NOASSERTIONStargazers:5250Issues:260Issues:610

ClangBuildAnalyzer

Clang build analysis tool using -ftime-trace

Language:C++License:UnlicenseStargazers:992Issues:24Issues:41

irony-mode

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

Language:Emacs LispLicense:GPL-3.0Stargazers:906Issues:35Issues:488

finmath-lib

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

Language:JavaLicense:Apache-2.0Stargazers:491Issues:45Issues:33

Engine

Open Source Risk Engine

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quantlib-old

The QuantLib C++ library and extensions (warning: out of date)

QuantLib-SWIG

QuantLib wrappers to other languages

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QuantLib-noBoost

QuantLib ported to C++17 and with all Boost dependency removed

Language:C++License:NOASSERTIONStargazers:73Issues:11Issues:1

finmath-lib-automaticdifferentiation-extensions

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

Language:JavaStargazers:17Issues:5Issues:0

serialize-tuple

C++0x tuple serialization for boost

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