QuantLib

56 Recommendations
432 Downloads (This Week)
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Description

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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User Ratings

 
 
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User Reviews

  • Posted by Richard Bradley 2012-12-04

    Thank you for good software in terms of financial strategies.

  • Posted by Austin 2012-11-10

    Very easy to use quantlib

  • Posted by Maria 2012-09-12

    Wonderful project, thanks a ton for telling

  • Posted by Mixim 2012-05-16

    Hello, everyone. I downloaded this libs and open *.sln which attached to QuantLib-1.2.zip(is it project?). When I try to compile this project, I have alot of error, such as: "Error 1 error C1189: #error : using an old version of Boost, please update. d:\Libs\quantlib-1.2\quantlib-1.2\ql\qldefines.hpp 32 1 QuantLib". When I edit include string to #include <D:\Libs\QuantLib-1.2\QuantLib-1.2\ql\ this error doesn't fixed. Can you help me? What is wrong and how can I compile QuantLib_vc10 project?

  • Posted by Jacob 2012-03-28

    Love that its free

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Additional Project Details

Languages

English

Intended Audience

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

Programming Language

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

Registered

2000-10-11

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