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QuantLib

C++ library for quantitative finance including derivatives pricing, risk, and fixed income analytics.

high confidence reviewed

Status

active

License

BSD-3-Clause

Pricing

free

Category

quant-platforms

Subcategory

portfolio-and-risk-tools

Supported Markets

us-equityoptionsfixed-income

Languages

c++pythonjavacsharp

Features

derivatives-pricingrisk-analysisfixed-incomeyield-curvesmonte-carlo-simulation

Verified by

editor

Last verified

2026-06-24