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black-scholes

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View fin-primitives-cpp project

Matt Busel / fin-primitives-cpp

C++ trading library with exact decimals: header-only C++17 API and C API for 740 technical indicators, an L2 order book, OHLCV candles, Black-Scholes Greeks, position ledger, risk rules and a backtester. Rust-powered (fin-primitives).

cpp cpp17 C trading technical-an... technical-in... algorithmic-... quant finance order-book ohlcv backtesting black-scholes options-greeks Decimal header-only cmake risk-management rust-ffi trading-library

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Updated Sep 30, 2026

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Updated Sep 30, 2026
View fin-primitives-py project

Matt Busel / fin-primitives-py

Python technical indicators library and trading toolkit with exact decimals: 740 streaming indicators, L2 order book, ticks to OHLCV candles, position ledger, risk rules, Black-Scholes Greeks, backtester. Rust-powered (fin-primitives).

Python technical-an... technical-in... trading algorithmic-... quant finance backtesting order-book ohlcv candlestick black-scholes options-greeks Decimal Rust pyo3 python-library risk-management Crypto-Trading indicators

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Updated Sep 30, 2026

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Updated Sep 30, 2026
View AmericanOptionsCalculator project

publicprojects / AmericanOptionsCalculator

Small desktop application to calculate the price of American options

Python black-scholes

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Updated Oct 26, 2024

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Updated Oct 26, 2024