High-performance TensorFlow library for quantitative finance.
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Updated
May 20, 2024 - Python
High-performance TensorFlow library for quantitative finance.
Rust library for quantitative finance.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
📆 A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
QuantLib ported to C++17 and with all Boost dependency removed
A collection of derivative pricing module implemented in C++ and Python
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
QLDDS - Data Distribution Service for QuantLib
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
QuantLib with python in Docker
Jupyter Notebook Docker image for x86_64 platform
QuantLibXL Sync bindings for node.js
Dockerized development environment with QuantLib C++ library based on Alpine Linux
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