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 Reviews
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5 out of 5 starsGreat, well maintained (and current !) library.
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5 out of 5 starsQuantLib rocks
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5 out of 5 starsWonderful Quantlib project.
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5 out of 5 starsWell engineered library!
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5 out of 5 starsGood and useful software