Popular repositories Loading

1. spline spline Public

   c++ cubic spline library

   C++ 783 279

2. bench bench Public

   simple fpu benchmarks

   C++ 2

3. poisson-pde-solve poisson-pde-solve Public

   2D-Poisson PDE solver u_xx + u_yy = f on a uniform grid

   C++ 2 1

4. black-scholes-barrier black-scholes-barrier Public

   Analytic barrier option pricing within the Black-Scholes model

   C++ 1

5. fdm fdm Public

   finite difference solver for parabolic pde's

   C++ 1 1