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Do you know of a good open source financial library written in C (preferably) or C++?
I already looked at Quantlib, which seems too complicated for me, since I just want some basic computations (total cost of credit, all in-cost credit rate...)
Thank you very much!
When programming for financial derivatives, I absolutely loved Bernt Arne Ødegaard's resource here:
http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/node1.html
It probably has what you want, and then some. If it doesn't, I have to agree with James Black.
Try:
http://www.metasystems.no/downloads/index.html
Download the Meta Financial Functions Library Beta 0.0.4
Also take a look at my application which uses both
Financial Recipes in C++ and the Meta Financial Functions Library
to generate option chains for 120 models.
General website:
http://opensourcefinancialmodels.com
GPL3 Source Code:
http://opensourcefinancialmodels.com/optionmatrix.tar.gz
Windows Installer:
http://opensourcefinancialmodels.com/installoptionmatrix.exe
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I have an application that is written in C++ and would like to offer the user the possibility to have a VBA-programming interface (not dissimilar from the one in Excel). Is there the possibility to do that? Does a set of libraries exists for this? Is it very difficult to do?
Yes it is possible, but do regard it as being extremely difficult. As a starter for ten, your application will need a comprehensive Component Object Model interface. At that point, you would be able to use VBScript, so it might be wise to stop there.
For fully-fledged embedded VBA, you'll need to negotiate a licence with Microsoft.
Some applications (e.g. Reuters Kobra) licence the VBA interface in a similar way.
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For a more complex project, I need to compute the approximate, relative distances of objects from two images (from stereo-cameras). Practically what this neat tutorial explains: https://chrisjmccormick.wordpress.com/2014/01/10/stereo-vision-tutorial-part-i/ and with a result like that
Think I shouldn't be reinventing the wheel for this project and since speed is very important (realtime from two videostreams) I'm looking for a native library (preferably in C++ where the whole project is written in) for this task.
Does anyone have a suggestion?
Open source would be greatest but not mandatory.
Huge thanks in advance!
try with LIBELAS library (Library for Efficient Large-scale Stereo Matching).
Best!
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I'm looking for a reverse-engineering UML free tool for c++ code.
The old software i'm working on has almost no documentation, and i must add an evolution :s
So an UML diagram would help me a lot.
I downloaded StarUML, but when i do the reverse engineering, i have an issue, it doesn't display all the classes on the diagram, as if it was too small.
I didn't find the solution so i wanted to download another free tool. But doesn't find one.
Thanks for the answers
Adrien
You could always try Doxygen. It won't produce the most beautiful output of all times, but you can force it to generate class diagrams for you.
One of the best tools I've ever used for reverse engineering to create UML diagrams is Visual Paradigm. I've never used it for C++ but for Java and C#.
Try to take a look:
http://www.visual-paradigm.com/support/documents/vpumluserguide/276/277/7253_reverseengin.html
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was in a waterstones branch today and saw a C++ book relating to derivatives. Just wondered if there are any specific books relating to high frequency trading, from the infrastructure side?
I'm especially interested in latency issues and generally how to make a c++ (or java) trading platform.
I've seen CLI mentioned a few times, although i'm not sure if this is something i should learn too??
The economics of publishing being what they are, I would be very surprised if there was a book published on such a narrow topic.
None that I've ever seen. If there were any, they would probably be terrible.
This is an area where the only way to learn how to do it is to get on to the battlefield.
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We want to include data visualization in our desktop GUI (mostly timelines and graphs; clickable, draggable). We want to restrict to open-source, non-copyleft C++ libraries that allow commercial use and are portable across many platforms. Which library can I use? Our GUI is based on WxWidgets.
there is VTK.
And if data visualization is your thing, have a look at opendx too.
I think this question would be easier to answer if you also stated which other GUI components you use. Perhaps that limits the choice of available libraries. Since you're C++ and cross-platform, maybe wxWindows? Would be good not to have to guess.