Popular repositories Loading

1. spline splinePublic

   c++ cubic spline library

   C++ 850 293

2. bench benchPublic

   simple fpu benchmarks

   C++ 2

3. poisson-pde-solve poisson-pde-solvePublic

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

   C++ 2 1

4. black-scholes-barrier black-scholes-barrierPublic

   Analytic barrier option pricing within the Black-Scholes model

   C++ 1

5. fdm fdmPublic

   finite difference solver for parabolic pde's

   C++ 1 1