• Stars
    star
    5,248
  • Rank 7,882 (Top 0.2 %)
  • Language
    C++
  • License
    Other
  • Created almost 9 years ago
  • Updated about 2 months ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

The QuantLib C++ library

QuantLib: the free/open-source library for quantitative finance

Download Licensed under the BSD 3-Clause License DOI PRs Welcome

Linux build status Windows build status Mac OS build status CMake build status

Codacy Badge Coverage Status


The QuantLib project (https://www.quantlib.org) is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.

QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.

Download and usage

QuantLib can be downloaded from https://www.quantlib.org/download.shtml; installation instructions are available at https://www.quantlib.org/install.shtml for most platforms.

Documentation for the usage and the design of the QuantLib library is available from https://www.quantlib.org/docs.shtml.

A list of changes for each past versions of the library can be browsed at https://www.quantlib.org/reference/history.html.

Questions and feedback

The preferred channel for questions (and the one with the largest audience) is the quantlib-users mailing list. Instructions for subscribing are at https://www.quantlib.org/mailinglists.shtml.

Bugs can be reported as a GitHub issue at https://github.com/lballabio/QuantLib/issues; if you have a patch available, you can open a pull request instead (see "Contributing" below).

Contributing

Contributions are very welcome! Details are in CONTRIBUTING.md