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── 99286 repos indexed ── | filtered by tag: #calibration
nl2992/fourier-option-pricer ★ 171 17 APPLICATION

foureng is a Python library for quantitative finance: Fourier and characteristic-function based option pricing. It exposes unified dispatchers (`price_strip` and `price`) over a registry of characteristic-function models (BSM, Heston, VG, Kou, Bates, CGMY, NIG, 3/2, rough Heston, etc.) and numerical engines (COS, Carr-Madan FFT, FRFT, Lewis, Hilbert, PROJ, CTMC, SINC, SWIFT, contour, plus Monte Carlo baselines). The product layer covers European vanillas, Bermudan/American, barriers, Asians, lookbacks, cliquets, faders, variance/credit instruments, and multi-asset payoffs. It is a library, not a service or CLI: usage is through the Python API and Jupyter notebooks.

RATING: 8.5/10 MAINT: active DRIFT: medium
▸ 4 reusable components found
bytedeco/javacv ★ 8346 1615 APPLICATION

JavaCV is a Java wrapper library for computer vision and multimedia processing, providing bindings to OpenCV, FFmpeg, and other native libraries via JavaCPP Presets. It offers a unified abstraction layer for video capture (FrameGrabber), recording (FrameRecorder), filtering (FrameFilter), and frame conversion (FrameConverter), with concrete implementations for file, stream, camera, and depth sensor sources. The library also includes advanced computer vision capabilities such as geometric and color calibration, image alignment (Gauss-Newton), projective transformations, blob analysis, marker detection for augmented reality, and OpenCL-accelerated image processing. It is primarily a library (not a standalone application), with sample programs demonstrating real-time video streaming, face detection, object tracking, and projector-camera systems. The codebase is large and well-structured, with abstract base classes and reusable patterns, but shows signs of technical drift due to reliance on deprecated OpenCV APIs (IplImage) and legacy native SDKs. Maintenance is active, with frequent updates to keep pace with upstream library versions.

RATING: 8.3/10 MAINT: active DRIFT: medium
▸ 6 reusable components found
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