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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
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
Manipulates Stock / ETF Data
The main features of frankcash/scala-quant are: Financial Instruments and Pricing.
Projects with overlapping indexed features include: lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial… artyyouth/r-quant — R code for quantitative analysis in finance. attack68/rateslib — A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS),… avhz/rustquant — Rust library for quantitative finance. aviks/ito.jl — A Julia package for quantitative finance. alpha-miner/finance-python — python tools for Finance with the functionality of indicator calculation, business day calculation and so on.