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.

Project Activity

See All Activity >

License

BSD License

Follow QuantLib

QuantLib Web Site

Other Useful Business Software
Cut Data Warehouse Costs by 54% Icon
Cut Data Warehouse Costs by 54%

Easily migrate from Snowflake, Redshift, or Databricks with free tools.

BigQuery delivers 54% lower TCO with exabyte scale and flexible pricing. Free migration tools handle the SQL translation automatically.
Start Free
Rate This Project
Login To Rate This Project

User Ratings

★★★★★
★★★★
★★★
★★
★
9
0
0
0
0
ease 1 of 5 2 of 5 3 of 5 4 of 5 5 of 5 4 / 5
features 1 of 5 2 of 5 3 of 5 4 of 5 5 of 5 4 / 5
design 1 of 5 2 of 5 3 of 5 4 of 5 5 of 5 5 / 5
support 1 of 5 2 of 5 3 of 5 4 of 5 5 of 5 4 / 5

User Reviews

  • Great, well maintained (and current !) library.
  • QuantLib rocks
  • Wonderful Quantlib project.
  • Well engineered library!
  • Good and useful software
Read more reviews >

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