Open Source C++ Data Modeling Software for Linux

A real-time financial derivatives calculator supporting 171+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, Bachelier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier and more

Chiron allows to monitor and analyse performance on rowing machines. It displays the force curve of the stroke and values like speed and stroke power. It connects to concept2 rowing machines by connecting the sensor plug to the soundcard.

QPNet (Quick Petri Net) is a fast Petri Nets' emulator, created by students of Moscow State Technical University of Radio Engineering, Electronics and Automation. It brings benefits for the educational process, while being under further development and extension. QPNet это быстрый эмулятор сетей Петри, созданный студентами МИРЭА. Он применяется в учебном процессе, а так же продолжает разрабатываться и эволюционировать.