QuantLib

A free/open-source library for quantitative finance

Pinned Repositories

QuantLib
The QuantLib C++ library
Language:C++26 4 013
QuantLib-SWIG
The QuantLib extension modules
Language:SWIG0 3 00
quantlib.github.io
The contents of the QuantLib web site
Language:HTML3 4 00
QuantLibAddin
An API for QuantLib which facilitates deployment to end user platforms such as spreadsheets.
Language:C++0 4 00
QuantLibAdjoint
QuantLib with adjoint algorithmic differentiation (AAD)
Language:C++1 6 01
QuantLibXL
An Excel addin for QuantLib.
Language:CSS0 4 00
reposit
An object repository which facilitates deployment of C++ libraries to end user environments such as spreadsheets.
Language:C++0 4 00

QuantLib's Repositories

quantlib/QuantLib
The QuantLib C++ library
Language:C++26 4 013
quantlib/quantlib.github.io
The contents of the QuantLib web site
Language:HTML3 4 00
quantlib/QuantLibAdjoint
QuantLib with adjoint algorithmic differentiation (AAD)
Language:C++1 6 01
quantlib/QuantLib-SWIG
The QuantLib extension modules
Language:SWIG0 3 00
quantlib/QuantLibAddin
An API for QuantLib which facilitates deployment to end user platforms such as spreadsheets.
Language:C++0 4 00
quantlib/QuantLibXL
An Excel addin for QuantLib.
Language:CSS0 4 00
quantlib/reposit
An object repository which facilitates deployment of C++ libraries to end user environments such as spreadsheets.
Language:C++0 4 00