boost libraries

  1. Daniel Duffy

    C++ Statistical Distributions in Boost

    In this blog we give an overview of the statistical univariate distributions in the Boost Math Toolkit. We discuss the functionality in the Toolkit, some examples of use and applications to computational finance. The Math Toolkit has many applications and is easy to understand and to apply in...
  2. Daniel Duffy

    Boost C++ Libraries and Applications to Computational Finance

    Part I - Introduction and Initial Examples In this article we give an overview of the Boost C++ libraries ( and we discuss their applicability to certain problems in computational finance. There are approximately 90 libraries in Boost at the moment of writing and each one is...