A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.

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License

BSD License

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User Reviews

  • Great, well maintained (and current !) library.
  • QuantLib rocks
  • Wonderful Quantlib project.
  • Well engineered library!
  • Good and useful software
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Additional Project Details

Languages

English

Intended Audience

Financial and Insurance Industry, Education, Developers, End Users/Desktop

Programming Language

C#, Python, C++, Ruby, Scheme, Java

Related Categories

C# Financial Software, C# Scientific Engineering, Python Financial Software, Python Scientific Engineering, C++ Financial Software, C++ Scientific Engineering, Ruby Financial Software, Ruby Scientific Engineering, Scheme Financial Software, Scheme Scientific Engineering

Registered

2000-10-11