Open Source Projects

Get involved with CompatibL’s open source projects, grow your skills, and shape your software products.
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Why we contribute

At CompatibL we value creative solutions for complex tasks. We combine quant and engineering expertise in one team and provide valuable open source solutions to the community.

Explore some of our favorite technologies and meet the open source projects we are committed to.

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Our Projects

TapeScript

TapeScript is an open source project that contains a rich library for adjoint algorithmic differentiation (AAD). TapeScript supports vector AAD (tape compression), an approach in which each slot of the calculation record (AAD tape) can store an entire array of values, not just a single double number. Vector AAD can lead to a performance gain of several orders of magnitude due to the reduction in tape size.

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Features:

Scalar AAD
Vector AAD
APIs for C++, C#, and Java
Complex numbers
Works with Boost and QuantLib
Multithreading support

Dotcpp.org

The DotCpp open source solution is a partial port of popular .NET libraries – including the .NET Standard Library, NodaTime, and others – to native C++17. Its purpose is to facilitate code reuse between C# and C++.

DotCpp types based on C# classes have reference semantics that are implemented using std::shared_ptr, with full support for System.Object (mapped to dot::object) and boxing/unboxing behavior for value types and support for C# like cast, is, and as operators.

A DotCpp pointer has implicit conversion to a pointer to base, and explicit conversion (cast operator) to a pointer to derived. It therefore provides behavior that is similar to type conversion in .NET.

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