Skip to content

lballabio/QuantLib

Folders and files

NameName
Last commit message
Last commit date

Latest commit

75e2fb7 · Jan 20, 2025
Jul 23, 2024
Jan 7, 2025
Jan 17, 2025
Oct 24, 2024
Oct 25, 2024
Jan 3, 2025
Dec 13, 2023
Feb 11, 2009
Mar 12, 2022
Jan 20, 2025
Jan 17, 2025
Jul 27, 2024
Jul 23, 2024
Jul 27, 2024
Nov 17, 2024
Feb 27, 2020
Mar 7, 2022
Oct 12, 2018
Jul 11, 2023
Jul 1, 2020
Nov 3, 2021
Aug 24, 2021
Jan 20, 2025
Aug 19, 2024
Feb 11, 2022
Jan 20, 2025
Jan 7, 2025
Jan 7, 2025
Jun 7, 2022
Jan 17, 2025
Mar 12, 2021
Nov 17, 2021
Nov 30, 2018
Jun 7, 2022
Jan 5, 2025
Jan 5, 2025
Mar 28, 2024
Jul 23, 2024
Dec 8, 2004
Jan 20, 2025
Jul 23, 2024
Aug 31, 2013
Apr 21, 2010
Jul 23, 2024

Repository files navigation

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