← Explore
TOPIC

#derivatives

Open source repositories tagged with #derivatives, ranked by health score.

casadi
casadi/casadi
C++
82
health

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

2.2k
spacious-team
spacious-team/investbook
Java
71
health

Оценка эффективности инвестиций и трейдинга с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

315