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QuantLib.jl | Awesome Repository

pazzo83QuantLib.jl

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144 stars·43 forks·Julia·NOASSERTION·0 views

QuantLib.jl

Features

Financial Analytics Tools - Pure Julia implementation of QuantLib.
Financial Instruments and Pricing - Pure Julia implementation of QuantLib.
Cross-Language Frameworks - Julia language port of the quantitative finance framework.

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Quantlib implementation in pure Julia