From Free Software Directory
Jump to: navigation, search



Library for quantative finance calculations

QuantLib is a library for detailed and advanced quantative finance calculations for such things as exact pricing of bonds and derivatives, and hedging and risk assessment under various financial models. It's intended for use both by working quantative analysts (quants) and by researchers. The library is written in C++ and has bindings for several other languages, including Perl, Python, GNU R, Ruby, and Scheme (via SWIG).



Verified by

Verified on


Verified by

Ted Teah

Verified on

3 January 2007

Leaders and contributors

Many Contributor
see the manual Contributor
Ferdinando Ametrano Maintainer

Resources and communication

AudienceResource typeURI
SupportMailing List Info/Archivehttp://lists.sourceforge.net/mailman/listinfo/quantlib-users
DeveloperMailing List Info/Archivehttp://lists.sourceforge.net/mailman/listinfo/quantlib-dev
Bug TrackingVCS Repository Webviewhttp://sourceforge.net/tracker/?group_id=12740&atid=112740

Software prerequisites


Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the page “GNU Free Documentation License”.

The copyright and license notices on this page only apply to the text on this page. Any software or copyright-licenses or other similar notices described in this text has its own copyright notice and license, which can usually be found in the distribution or license text itself.