
QuantLib, a free/open-source library for quantitative finance
The QuantLib project 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 …
QuantLib Documentation
Introduction to QuantLib and Using QuantLib Programmatically is a talk by Bojan Nikolic for Skills Matter that shows examples of using QuantLib from other languages.
QuantLib Download Page
An experimental QuantLib package is available from NuGet. It should work on Windows and OS X, but it's not guaranteed to work on all Linux distributions; we'd be grateful for any reports, …
QuantLib Installation
Compilation instructions are available for Microsoft Visual C++, Mac OS X and Linux/Unix. Alternatively, you can build QuantLib on all platforms following the CMake build instructions. …
QuantLib Extensions
An initial web API for QuantLib (also usable from Google Sheets) is available from quantra.io. A port of QuantLib to C# is available as QLNet. The JQuantLib project is a Java port. An …
QuantLib-Python Installation on Windows
You should download the same version as the version of QuantLib you installed; for the sake of example, I'll use version 1.36 which is the most recent version at the time of this writing.
Building QuantLib using CMake
QuantLib exposes a number of CMake options to configure the build. These are the CMake equivalents of the configuration flags described in the reference documentation, which give a …
QuantLib - Developer intro
If you want to contribute to the QuantLib project, there are a number of things you can do. Possibilities include:
QuantLib Git Repository
For the time being, the main repository is the one located on GitHub at https://github.com/lballabio/quantlib; from there, you can also browse the code and the commit …
QuantLib has various special variable types which aim at providing a more intuitive and clear code. The variables are typedef versions of the standard C++ variables such as int, double, long.