{"repo":"wegamekinglc/Derivatives-Algorithms-Lib","free":true,"listed":false,"github":"https://github.com/wegamekinglc/Derivatives-Algorithms-Lib","clone":"git clone https://github.com/wegamekinglc/Derivatives-Algorithms-Lib.git","description":"AAD enabled and scripting included derivatives modeling.","language":"C++","stars":26,"topics":["finance","derivatives","mathematics","quantitative-finance","quant","fixed-income","scripting","mathematical-finance","excel","cpp"],"license":"MIT","category":"trading","readme_excerpt":"DAL - Derivatives Algorithms Library A C++17 quantitative finance library with built-in Automatic Adjoint Differentiation (AAD). Features include yield curve construction, cross-currency pricing and calibration, Monte Carlo simulation, finite difference PDE solvers, a scripting engine for exotic payoffs with tree-walk and compiled evaluators, and parallel model evaluation. CI Pull requests build and test the full compiler × AAD-backend matrix below. Pushes (master merges and direct branch pushes) run a lean GCC 14 + Clang 20 subset across all four backends, because the pull request already covered every combination. GitHub publishes one status badge per workflow; open a workflow run for per-job results. Platform Compiler AADet XAD CoDiPack Adept ---------------------------- ---------- ------- ----- ---------- ------- Ubuntu ( ubuntu-latest ) GCC 13 ✓ ✓ ✓ ✓ Ubuntu ( ubuntu-latest ) GCC 14 ✓ ✓ ✓ ✓ Ubuntu ( ubuntu-latest ) GCC 15 ✓ ✓ ✓ ✓ Ubuntu ( ubuntu-latest ) Clang 18 ✓ ✓ ✓ ✓ Ubuntu ( ubuntu-latest ) Clang 19 ✓ ✓ ✓ ✓ Ubuntu ( ubuntu-latest ) Clang 20 ✓ ✓ ✓ ✓ Windows ( windows-latest ) MSVC ✓ ✓ — ✓ - The GCC 14 + AADet leg additionally runs gcov coverage, tracked by Coveralls. - Windows legs additionally build the dal-python bindings and the dal-excel add-in. - Separate Linux jobs cover CoDiPack thread isolation, Python bindings with generated-source verification, documentation integrity, a warning-clean build, ASan/UBSan/TSan spot tests, and benchmark regression gating. Quick","default_branch":null,"files":null,"tree":[],"storefront":"/r/wegamekinglc","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/wegamekinglc/Derivatives-Algorithms-Lib/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}