QuantLib
Financial modeling library
A comprehensive C++ library for modeling, trading, and risk management in quantitative finance.
The QuantLib C++ library
5k stars
262 watching
2k forks
Language: C++
last commit: 4 days ago
Linked from 3 awesome lists
quantitative-finance
fffaraz/awesome-cpp
wilsonfreitas/awesome-quant
jobbole/awesome-cpp-cnRelated projects:
| Repository | Description | Stars |
|---|---|---|
 eddelbuettel/rquantlib | Provides R interface to QuantLib library for quantitative finance analysis | 120 |
 choucrifahed/quantscale | A Scala library built on top of QuantLib's C++ implementation, providing a quantitative finance solution with concurrent capabilities using Akka and Scala STM. | 46 |
 lechgrzelak/quantfinancebook | Provides Python implementations of mathematical modeling and computation in finance exercises from a popular book | 496 |
 google/tf-quant-finance | A high-performance library providing TensorFlow-based implementations of fundamental mathematical methods and specific pricing models for quantitative finance | 4,559 |
 quantsbin/quantsbin | Provides tools for pricing and analyzing financial derivatives in Python | 500 |
 pazzo83/quantlib.jl | An implementation of the QuantLib library in pure Julia for financial modeling and analysis | 137 |
 auto-differentiation/quantlib-risks-cpp | Integration of XAD automatic differentiation with QuantLib risk analysis in C++ | 15 |
 microsoft/qlib | An AI-powered quantitative investment platform supporting diverse machine learning modeling paradigms | 15,549 |
 letianzj/quantresearch | A collection of notebooks and blogs on quantitative finance and trading strategies, including machine learning, deep reinforcement learning, and backtesting. | 2,113 |
 quantconnect/lean | An event-driven algorithmic trading platform for building and deploying backtesting and live trading algorithms in financial markets. | 9,887 |
 goldmansachs/gs-quant | A Python toolkit for developing quantitative finance strategies and analyzing derivative products. | 7,855 |
 enthought/pyql | A Cython-based wrapper library for QuantLib financial calculations | 1,007 |
 lingyixu/quant-finance-with-python-code | A repository of Python code examples for quantitative finance applications | 89 |
 avhz/rustquant | A comprehensive Rust library for quantitative finance and related mathematical computations | 1,140 |
 quantsoftware/quantsoftwaretoolkit | A collection of software libraries and tools for quantitative finance and research. | 467 |