An unofficial userspace driver for HID++ Logitech devices. This allow you to configure your MX mouse without installing Logitech Options with wine

A Fork of FPS Unlocker that gives UNCOMPROMISING PERFORMANCE, more customizability and more options!

A C++ program used for Option Portfolio variance estimation and risk management

Repo with implementation of options pricing simulators

Portable SIMD-based C++ option pricing library

A short C++ calculator for pricing European call options using the Black-Scholes model.

Option pricing engine

cmdline library, parser

Command line argument parsing library for C++14

A cpp-library for parsing command line options, supporting type-checking and configurations.

A single .h, easy to use command line options/args parser, with option status checking, default value, clamping and kinds of value type.

Accompanying C++ code for the TastyHedge blog

Get command line flags and options with C++

Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.

Utilities to parse command-line flags. Used by Roq's C++23 solutions.

Estimate the prices of financial derivatives based on mathematical functions

libClaPP is an open source command line argument processing library for C++. It supports the processing of GNU options (long and short options) as well as positional arguments. It is a strongly typed library that can be used to parse the command line arguments into the correct type, validate the arguments using custom constraints and automatical…

A calculator for valuation of option contracts, deployed as a Wt MVC web application with a QuantLib backend

This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.