quantlib topic

List quantlib repositories

tf-quant-finance

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High-performance TensorFlow library for quantitative finance.

optionmatrix

186
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Financial Derivatives Calculator with 168+ Models (Options Calculator)

pyql

925
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Cython QuantLib wrappers

rquantlib

117
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R interface to the QuantLib library

QuantLib-noBoost

70
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QuantLib ported to C++17 and with all Boost dependency removed

BusinessDays.jl

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:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.

RustQuant

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Rust library for quantitative finance.

ql_rest

21
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REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib