GitHub / auto-differentiation / QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
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Stars: 21
Forks: 12
Open issues: 2
License: None
Language: C++
Size: 151 KB
Dependencies parsed at: Pending
Created at: almost 3 years ago
Updated at: 24 days ago
Pushed at: 24 days ago
Last synced at: 24 days ago
Topics: algorithmic-differentiation, quantitative-finance, risk-analysis
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