QuantLib
Financial modeling library
A comprehensive C++ library for modeling, trading, and risk management in quantitative finance.
The QuantLib C++ library
5k stars
261 watching
2k forks
Language: C++
last commit: 11 months 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 | 121 |
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 lechgrzelak/quantfinancebook | Provides solutions to mathematical modeling and computation problems in finance using Python | 516 |
 google/tf-quant-finance | A high-performance library providing TensorFlow-based implementations of fundamental mathematical methods and specific pricing models for quantitative finance | 4,598 |
 quantsbin/quantsbin | Provides tools for pricing and analyzing financial derivatives in Python | 501 |
 pazzo83/quantlib.jl | An implementation of the QuantLib library in pure Julia for financial modeling and analysis | 138 |
 auto-differentiation/quantlib-risks-cpp | Integration of XAD automatic differentiation with QuantLib risk analysis in C++ | 17 |
 microsoft/qlib | An AI-oriented quantitative investment platform that supports machine learning modeling and automated trading. | 15,767 |
 letianzj/quantresearch | A collection of notebooks and blogs on quantitative finance and trading strategies, including machine learning, deep reinforcement learning, and backtesting. | 2,157 |
 quantconnect/lean | An event-driven algorithmic trading platform for building and deploying backtesting and live trading algorithms in financial markets. | 10,065 |
 goldmansachs/gs-quant | A Python toolkit for developing quantitative finance strategies and analyzing derivative products. | 8,007 |
 enthought/pyql | A Cython-based wrapper library for QuantLib financial calculations | 1,012 |
 lingyixu/quant-finance-with-python-code | A repository of Python code examples for quantitative finance applications | 99 |
 avhz/rustquant | A comprehensive Rust library for quantitative finance | 1,178 |
 quantsoftware/quantsoftwaretoolkit | A collection of software libraries and tools for quantitative finance and research. | 467 |