finmath.net

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1. finmath-lib finmath-lib Public

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

   Java 582 175

2. finmath-lib-automaticdifferentiation-extensions finmath-lib-automaticdifferentiation-extensions Public

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

   Java 19 9

3. finmath-lib-cuda-extensions finmath-lib-cuda-extensions Public

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

   Java 9 6

4. finmath-lib-plot-extensions finmath-lib-plot-extensions Public

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

   Java 1 4

5. finmath-spreadsheets finmath-spreadsheets Public

   Spreadsheets using finmath-lib

   Java 13 6

6. finmath-forward-initial-margin finmath-forward-initial-margin Public

   Java 5 10