quantlib
Here are 66 public repositories matching this topic...
High-performance TensorFlow library for quantitative finance.
- Updated Aug 6, 2026
- Python
Rust library for quantitative finance.
- Updated Jan 14, 2026
- Rust
PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators
- Updated Dec 16, 2025
- Python
High-performance quantitative finance library in Rust: pricing, risk, and numerical tools built for speed and safety.
- Updated Aug 24, 2026
- Rust
QuantLib ported to C++17 and with all Boost dependency removed
- Updated Jul 29, 2017
- C++
📆 A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
- Updated Mar 25, 2026
- Julia
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
- Updated Aug 19, 2026
- C++
Graphical wrapper over LSEG's Open Source Risk Engine (ORE).
- Updated Aug 23, 2026
- C++
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
- Updated Jan 18, 2023
- Python
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
- Updated Dec 2, 2023
- Python
QLDDS - Data Distribution Service for QuantLib
- Updated Dec 18, 2022
- C++
A collection of derivative pricing module implemented in C++ and Python
- Updated May 13, 2020
- C++
QuantLib implementation in ImGui
- Updated Apr 10, 2023
- C++
C++ snippets for the TastyHedge blog
- Updated Feb 24, 2024
- C++
QuantLibXL Sync bindings for node.js
- Updated Aug 30, 2017
- C++
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