mlinterp A fast C++ routine for linear interpolation in arbitrary dimensions (i.e., multilinear interpolation).
QuantPDE A high-performance, open-source, header-only C++(>=11) library for pricing derivatives. More generally, QuantPDE can also be used to solve Hamilton-Jacobi-Bellman (HJB) equations and quasi-variational inequalities (HJBQVI).
fast-engset A Python package providing fast and accurate routines to compute various quantities in the Engset model.
lazy-table A python-tabulate wrapper for producing tables from generators.