Tiresais is a betting market engine which prices Arrow-Debreu securities over continuous random variables. It consists of a library of optimization routines specialized for the task, as well as a server which provides an API for implementing those routines.
make
make install
See libtiresias.h, for exposed functions and documentation. The library accepts market prices encoded as a JSON file. See c_tests.cpp for examples of how to encode market prices in JSON format.