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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 Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quantlib implementation in pure Julia
The main features of pazzo83/quantlib.jl are: Financial Analytics Tools, Financial Instruments and Pricing, Cross-Language Frameworks.
Projects with overlapping indexed features include: enthought/pyql — Cython QuantLib wrappers. lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial… google/tf-quant-finance — This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk… eddelbuettel/rquantlib — R interface to the QuantLib library. frgomes/jquantlib — JQuantLib is a library for Quantitative Finance written in 100% Java. domokane/financepy — A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including…
