quantlib 开源项目推荐（93 个）

google /tf-quant-finance

High-performance TensorFlow library for quantitative finance.

avhz /RustQuant

用于量化金融的 Rust 库。

enthought /pyql

Cython QuantLib wrappers

auto-differentiation /xad

The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against CppAD, Adept and autodiff.

amaggiulli /QLNet

QLNet C# Library

jialuechen /torchquant

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

eddelbuettel /rquantlib

R interface to the QuantLib library

haozhangphd /QuantLib-noBoost

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

JuliaFinance /BusinessDays.jl

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

bitbrew-dev /libitofin

High-performance quantitative finance library in Rust: pricing, risk, and numerical tools built for speed and safety.

mkipnis /ql_rest

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

OreStudio /OreStudio

Graphical wrapper over LSEG's Open Source Risk Engine (ORE).

aaronsmith1234 /volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

SebastienEveno /exotx

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

eddelbuettel /rcppquantuccia

R Bindings for QuantLib Calendering

mkipnis /DashQL

Dash wrapper for QuantLib

mkipnis /qldds

QLDDS - Data Distribution Service for QuantLib

sthabene /QuantIO

QuantLib implementation in ImGui

wangys96 /Exotic-Pricing

A collection of derivative pricing module implemented in C++ and Python

quantlabio /quantlibxl

QuantLibXL Sync bindings for node.js