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 Ratings

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ease 1 of 5 2 of 5 3 of 5 4 of 5 5 of 5 4 / 5
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support 1 of 5 2 of 5 3 of 5 4 of 5 5 of 5 4 / 5

User Reviews

  • 5 out of 5 stars
    Great, well maintained (and current !) library.
  • 5 out of 5 stars
    QuantLib rocks
  • 5 out of 5 stars
    Wonderful Quantlib project.
  • 5 out of 5 stars
    Well engineered library!
  • 5 out of 5 stars
    Good and useful software
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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

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