Repolode
Submit
lballabio

lballabio/QuantLib

A free, open-source C++ library for quantitative finance, covering modeling, trading and risk management.

Open-source alternative to:MATLAB Financial Toolbox

View on GitHubWebsite
Stars
7,743
Forks
2,383
Open issues
73
Last commit
yesterday

Repolode describes open-source projects and does not give investment advice. Trading and investing can lose money: assess the risk yourself and follow the laws where you live before using this project.

What is it?

QuantLib is a C++ library that provides a framework for quantitative finance. It is aimed at modeling, trading, and risk management in real-world financial applications, and is distributed as free, open-source software under a BSD-3-Clause style license.

The library is used by developers who need to build pricing, analytics, or risk systems for financial instruments. The project publishes downloads and platform-specific installation instructions, along with usage and design documentation and a changelog for each release on its website.

Development is hosted on GitHub, with continuous builds on Linux, Windows, macOS and CMake. Bugs can be reported through GitHub issues, and contributions are accepted via pull requests following the project's contributing guide.

Key features

  • 01Comprehensive C++ framework for quantitative finance modeling
  • 02Supports trading and risk management use cases
  • 03Cross-platform builds for Linux, Windows, and macOS
  • 04Built with CMake support
  • 05Free, open-source, and OSI-certified licensing

Use cases

  • Building derivatives pricing engines in C++
  • Developing risk management systems for financial portfolios
  • Prototyping quantitative trading models in a compiled language

Quick start

  1. 1

    Download QuantLib from the official download page

  2. 2

    Follow the platform installation instructions on the install page

Things to know

  • The README gives no package-manager install command; setup relies on the project's download and install pages.
  • It is a C++ library, so using it requires C++ build knowledge.

Topics

#quantitative-finance#c-plus-plus#risk-management#derivatives-pricing#finance#trading

FAQ

What is QuantLib?
A free, open-source C++ library for quantitative finance, covering modeling, trading and risk management. QuantLib is a C++ library that provides a framework for quantitative finance. It is aimed at modeling, trading, and risk management in real-world financial applications, and is distributed as free, open-source software under a BSD-3-Clause style license.
Is QuantLib free to use? What license does it have?
QuantLib is open source under the Other license. Check the license terms before using it in commercial products.
Is QuantLib still maintained?
Actively maintained. The last commit to QuantLib was on Nov 6, 2026.
What can I use QuantLib for?
Building derivatives pricing engines in C++ Developing risk management systems for financial portfolios Prototyping quantitative trading models in a compiled language
How do I install QuantLib?
Download QuantLib from the official download page Follow the platform installation instructions on the install page
Where can I get QuantLib?
The source code and installation instructions are on GitHub: https://github.com/lballabio/QuantLib

Summary generated by AI from the project's README. GitHub stats refresh daily.

Related projects