High-performance TensorFlow library for quantitative finance.

Rust library for quantitative finance.

Cython QuantLib wrappers

QLNet C# Library

Financial Derivatives Calculator with 168+ Models (Options Calculator)

PyTorch Library for Quantitative Finance

R interface to the QuantLib library

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

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

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

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

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

R Bindings for QuantLib Calendering

QLDDS - Data Distribution Service for QuantLib

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

QuantLibXL Sync bindings for node.js

QuantLib implementation in ImGui

Accompanying C++ code for the TastyHedge blog

A kdb library to call Quantlib C++ library via embedpy with a simple interface (similar to R Quantlib interface)

An implementation of Quantlib with Rust