From cabb0712b4f52b43c07f9651da7549f645733a56 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 22 Feb 2024 06:55:58 -0300 Subject: [PATCH] added quantlib to CPP section --- README.md | 1 + site/index.qmd | 1 + 2 files changed, 2 insertions(+) diff --git a/README.md b/README.md index fb9c518..6334540 100644 --- a/README.md +++ b/README.md @@ -445,6 +445,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## CPP +- [QuantLib](https://github.com/lballabio/QuantLib) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. - [TradeFrame](https://github.com/rburkholder/trade-frame) - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library. ## Frameworks diff --git a/site/index.qmd b/site/index.qmd index cc45f8f..62c0190 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -436,6 +436,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## CPP +- [QuantLib](https://github.com/lballabio/QuantLib) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. - [TradeFrame](https://github.com/rburkholder/trade-frame) - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library. ## Frameworks