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finance-derivatives

Here are 2 public repositories matching this topic...

cmhein / implvol

Implied volatility of options

finance r option-pricing finance-derivatives implied-volatility

Updated Aug 8, 2020
C++

mbergin / asx24itch

C++ parser for ASX 24 ITCH messages

finance cpp market-data finance-derivatives itch asx

Updated Apr 14, 2017
C++

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