quantlib
There are 39 repositories under quantlib topic.
google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
avhz/RustQuant
Rust library for quantitative finance.
enthought/pyql
Cython QuantLib wrappers
amaggiulli/QLNet
QLNet C# Library
AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
jialuechen/torchquant
PyTorch Library for Quantitative Finance
eddelbuettel/rquantlib
R interface to the QuantLib library
haozhangphd/QuantLib-noBoost
QuantLib ported to C++17 and with all Boost dependency removed
JuliaFinance/BusinessDays.jl
:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
mkipnis/ql_rest
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
aaronsmith1234/volatilipy
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
SebastienEveno/exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
eddelbuettel/rcppquantuccia
R Bindings for QuantLib Calendering
mkipnis/qldds
QLDDS - Data Distribution Service for QuantLib
wangys96/Exotic-Pricing
A collection of derivative pricing module implemented in C++ and Python
quantlabio/quantlibxl
QuantLibXL Sync bindings for node.js
sthabene/QuantIO
QuantLib implementation in ImGui
gituliar/tastyhedge
Accompanying C++ code for the TastyHedge blog
kaizeng/kquantlib
A kdb library to call Quantlib C++ library via embedpy with a simple interface (similar to R Quantlib interface)
sklassen/erlang-linalg-quantlib
A Matrix Library for Erlang that uses Quantlib's C++ library.
zachgenius/QuantRS
An implementation of Quantlib with Rust
basis-point/jupyter-examples
Jupyter notebook examples using QuantLib.
kissste/Treasury-Mortgage-Risk-Pricing-Hedging
Mortgage Valuation, Transfer Pricing, Hedging
suhasghorp/QuantLib-Lambda
My AWS Lambda based QuantLib swap exposures code repo
westonsteimel/docker-quantlib-python
QuantLib with python in Docker
carljohanrehn/quantlib-docker
QuantLib Miniconda 3 on Ubuntu Linux in Docker
carljohanrehn/quantlib-xva
XVA Calculations with QuantLib
domosute/centos-jupyter
Jupyter Notebook Docker image for x86_64 platform
domosute/rpi2-quantlib
Jupyter Notebook Docker image with Quantlib Package for Raspberry Pi 2 (armv7l)
droconnel22/QuantLib_Cpp_Practice
Practice Questions using QuantLib 1.18 and Boost 17
HuangRicky/manylinux2014builds
manylinux2014 Python pkg builds
ivgnk/QuantLib_Python_exercises
QuantLib_Python_exercises
jredies/docker-python-conda-quantlib
Dockerfile for using QuantLib-Python on the Conda stack
mmencke/MasterThesis
Source code for my Master Thesis in Credit Value Adjustment: Pricing Wrong Way Risk on Interest Rate Swaps
OreStudio/OreStudio
Graphical wrapper aroundAcadia's Open Source Risk Engine (ORE).