https://github.com/lballabio/quantlib

The QuantLib C++ library
https://github.com/lballabio/quantlib

quantitative-finance

Last synced: about 2 months ago
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The QuantLib C++ library

• Host: GitHub
• URL: https://github.com/lballabio/quantlib
• Owner: lballabio
• License: other
• Created: 2015-12-17T16:29:33.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2024-04-12T20:48:41.000Z (2 months ago)
• Last Synced: 2024-04-13T00:08:10.241Z (2 months ago)
• Topics: quantitative-finance
• Language: C++
• Homepage: http://quantlib.org
• Size: 74.9 MB
• Stars: 4,779
• Watchers: 248
• Forks: 1,682
• Open Issues: 55
• Metadata Files:
  • Readme: README.md
  • Changelog: ChangeLog.txt
  • Contributing: CONTRIBUTING.md
  • License: LICENSE.TXT
  • Citation: CITATION.cff

Lists

• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp-cn - QuantLib
• fucking-awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp-completed - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp-completed - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-android-cpp - lballabio/quantlib - The QuantLib C++ library and extensions (TODO scan for Android support in followings)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)
• awesome-cpp - QuantLib - A free/open-source library for quantitative finance. [Modified BSD] [website](http://quantlib.org/) (Math)

README

        

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

[![Download](https://img.shields.io/github/v/release/lballabio/QuantLib?label=Download&sort=semver)](https://github.com/lballabio/QuantLib/releases/latest)

[![Licensed under the BSD 3-Clause License](https://img.shields.io/badge/License-BSD--3--Clause-blue.svg)](https://github.com/lballabio/QuantLib/blob/master/LICENSE.TXT)

[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.1440997.svg)](https://doi.org/10.5281/zenodo.1440997)

[![PRs Welcome](https://img.shields.io/badge/PRs%20-welcome-brightgreen.svg)](https://github.com/lballabio/QuantLib/blob/master/CONTRIBUTING.md)

[![Linux build status](https://github.com/lballabio/QuantLib/workflows/Linux%20build/badge.svg?branch=master)](https://github.com/lballabio/QuantLib/actions?query=workflow%3A%22Linux+build%22)

[![Windows build status](https://ci.appveyor.com/api/projects/status/bmpiucu74eldfkm0/branch/master?svg=true)](https://ci.appveyor.com/project/lballabio/quantlib/branch/master)

[![Mac OS build status](https://github.com/lballabio/QuantLib/workflows/Mac%20OS%20build/badge.svg?branch=master)](https://github.com/lballabio/QuantLib/actions?query=workflow%3A%22Mac+OS+build%22)

[![CMake build status](https://github.com/lballabio/QuantLib/workflows/CMake%20build/badge.svg?branch=master)](https://github.com/lballabio/QuantLib/actions?query=workflow%3A%22CMake+build%22)

[![Codacy Badge](https://app.codacy.com/project/badge/Grade/b4bc1058db994f24aa931b119a885eea)](https://www.codacy.com/gh/lballabio/QuantLib/dashboard)

[![Coverage Status](https://coveralls.io/repos/github/lballabio/QuantLib/badge.svg?branch=master)](https://coveralls.io/github/lballabio/QuantLib?branch=master)

---

The QuantLib project () 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 ;

installation instructions are available at

 for most platforms.

Documentation for the usage and the design of the QuantLib library is

available from .

A list of changes for each past versions of the library can be

browsed at .

## 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 .

Bugs can be reported as a GitHub issue at

; 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](https://github.com/lballabio/QuantLib/blob/master/CONTRIBUTING.md)