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QuantLib: the free/open-source library for quantitative finance

Download Licensed under the BSD 3-Clause License DOI PRs Welcome

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The QuantLib project (https://www.quantlib.org) is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.

QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.

Download and usage

QuantLib can be downloaded from Downloads; installation instructions are available at Installation instructions for most platforms.

Find documentation for the usage and the design of the QuantLib library here.

A list of changes for each past versions of the library can be browsed at History.

Questions and feedback

The preferred channel for questions (and the one with the largest audience) is the quantlib-users mailing list. Instructions for subscribing are at Mailing Lists.

Bugs can be reported as a GitHub issue at QuantLib issues. If you have a patch available, you can open a pull request instead (see "Contributing" below).

Contributing

Contributions are very welcome! Details are in CONTRIBUTING.md

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