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QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial calculations and simulations. It serves as a framework for quantitative finance modeling and trading risk management, providing the tools necessary to calculate fair values and risk metrics for diverse financial assets. The project focuses on financial instrument modeling and the evaluation of potential losses and exposure levels to inform portfolio management decisions. It provides a system for modeling financial instruments and managing trading risk through quantitative mathematical m
JQuantLib is a library for Quantitative Finance written in 100% Java
R interface to the QuantLib library
The main features of eddelbuettel/rquantlib are: Financial Instruments and Pricing, Cross-Language Frameworks.
Projects with overlapping indexed features include: lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial… pazzo83/quantlib.jl — Quantlib implementation in pure Julia. enthought/pyql — Cython QuantLib wrappers. frgomes/jquantlib — JQuantLib is a library for Quantitative Finance written in 100% Java. auto-differentiation/quantlib-risks-cpp — QuantLib with AAD. amaggiulli/qlnet — QLNet C# Library.
