3 ms·

Can anyone who is closer to this field suggest what the major options for open source libraries in this area would be? Quantlib? OpenGamma Strata?

• p33p 6y ago
  Those are the two most well known options, yes.
  • klelatti 6y ago
    Thanks! Any views on the relative strengths of each would be much appreciated.
  • mellavora 6y ago
    If you are comfortable with R, you could try xts/zoo/quantmod/PerformanceAnalytics/TTR
    • klelatti 6y ago
      Thanks!
• 9NRtKyP4 6y ago
  It’s still under development but some at Google are writing a quant library in Tensorflow. https://github.com/google/tf-quant-finance https://github.com/google/tf-quant-finance
  • klelatti 6y ago
    That looks really interesting and under active development - thanks.