资 源 简 介
What is lenthorp?
lenthorp is an open-source coding project for fans of mathematical finance, making it faster and easier to implement research ideas in the quant space.
The philosophy of lenthorp is to combine existing software packages in a way that makes them collectively more powerful. The heart of lenthorp is the QuantLib library which, when extended using a set of other libraries, becomes readily available for experimenting with cutting-edge techniques used in mathematical finance. The library is intended to be platform-independent, and to use other free open-source packages where possible. For an overview, click here.
To keep things simple, the only development languages used by lenthorp are Python and C++, however, for end users only familiarity with Python is needed. Click here for prerequisites.
Please note that this project is still at a very early stage - we hope to make
文 件 列 表
Auxiliary
SessionInitialise.py
SessionInitialise_NoDB.py
SessionInitialise_NoDB.pyc
Settings.py
Settings.pyc
Projects
Maths
Pricing
RiskManagement
Trading
Maths
BlackScholesImpliedVol.py
MatrixSolvers.py
Tools.py
Tools.pyc
RegressionTesting
regressionResults.sql
RegressionTest.py
QuantLibExtensions
lenthorp
ql
SWIG
lenthorp
AMCCashflows.hpp
AMCObservables.hpp
AMCPayoffs.hpp
AMCTest.cpp
DataHandling
MySQLLoading
XMLLoading
MySQLLoading
marketData.sql
MySQLScript.py
MySQLScript.pyc
New Text Document.txt
