Amando

RustQuant. Rust library for quantitative finance.

calenda-rs. A Rust library for global calendars.

RS. Fast classes for R 🔥

quickring. Yet another lock-free SPSC Ring Buffer (FIFO Queue).

awesome-quant. A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

FastAmericanOptionPricing. Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

yahoo_finance_api. Simple wrapper to yahoo! finance API to retrieve latest quotes and end-of-day quote histories

avhz.

FinancePy. A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

simple. Complex number implementation in Rust.

TheAlgorithms-Rust. All Algorithms implemented in Rust

QuantMath. Financial maths library for risk-neutral pricing and risk

every-programmer-should-know. A collection of (mostly) technical things every software developer should know about