Explore @finmath Open Source projects

finmath.net (@finmath)

finmath

Stars
575
Global Org. Rank 21,967 (Top 7 %)
Registered over 11 years ago
Most used languages

Java
76.9 %

Scala
7.7 %

HTML
7.7 %

Kotlin
7.7 %
Location 🇩🇪 Germany
Country Total Rank 2,923
Country Ranking

Java
207

Scala
652

Kotlin
1,316

HTML
7,174

finmath-lib

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

finmath-lib-automaticdifferentiation-extensions

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

finmath-experiments

Experiments, demos and unit tests based on finmath lib.

finmath-smart-derivative-contract

Tools and analytics for smart derivative contracts.

finmath-spreadsheets

Spreadsheets using finmath-lib

finmath-lib-cuda-extensions

Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs

finmath-forward-initial-margin

finmath-lib-kotlin

finmath-lib-kotlin provides convenient method aliases for finmath lib.

finmath-lib-scala

Convenient method aliases and implicit classes for using finmath-lib in Scala.

finmath-lib-opencl-extensions

Vector class (RandomVariable) running on GPUs using OpenCL.

finmath-service

Experimental ReST Services and UI Components

finmath.github.io

Homepage of finmath.net

finmath-lib-plot-extensions

Convenient abstraction layer for different visualisation frameworks and demos of finmath lib