QuantLib alternatives and similar libraries
Based on the "Math" category.
Alternatively, view QuantLib alternatives based on common mentions on social networks and blogs.
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Eigen
A high-level C++ library of template headers for linear algebra, matrix and vector operations, numerical solvers and related algorithms. [MPL2] -
TinyExpr
tiny recursive descent expression parser, compiler, and evaluation engine for math expressions -
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MIRACL
MIRACL Cryptographic SDK: Multiprecision Integer and Rational Arithmetic Cryptographic Library is a C software library that is widely regarded by developers as the gold standard open source SDK for elliptic curve cryptography (ECC). -
linmath.h
a lean linear math library, aimed at graphics programming. Supports vec3, vec4, mat4x4 and quaternions -
ExprTK
C++ Mathematical Expression Parsing And Evaluation Library https://www.partow.net/programming/exprtk/index.html -
NT2
DISCONTINUED. A SIMD-optimized numerical template library that provides an interface with MATLAB-like syntax. [Boost] -
LibTomMath
LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C. -
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Xerus
A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks -
SLIMCPP
Simple Long Integer Math for C++. Lightweight cross-platform header-only library what implements big integer arithmetic in С++17. -
Mission : Impossible (AutoDiff)
A concise C++17 implementation of automatic differentiation (operator overloading) -
GMP
A C/C++ library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating-point numbers. [LGPL3 & GPL2] -
Armadillo
A high quality C++ linear algebra library, aiming towards a good balance between speed and ease of use. The syntax (API) is deliberately similar to Matlab. [MPL2]
InfluxDB - Power Real-Time Data Analytics at Scale
* Code Quality Rankings and insights are calculated and provided by Lumnify.
They vary from L1 to L5 with "L5" being the highest.
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README
QuantLib: the free/open-source library for quantitative finance
The QuantLib project (https://www.quantlib.org) is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.
QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.
Download and usage
QuantLib can be downloaded from https://www.quantlib.org/download.shtml; installation instructions are available at https://www.quantlib.org/install.shtml for most platforms.
Documentation for the usage and the design of the QuantLib library is available from https://www.quantlib.org/docs.shtml.
A list of changes for each past versions of the library can be browsed at https://www.quantlib.org/reference/history.html.
Questions and feedback
The preferred channel for questions (and the one with the largest audience) is the quantlib-users mailing list. Instructions for subscribing are at https://www.quantlib.org/mailinglists.shtml.
Bugs can be reported as a GitHub issue at https://github.com/lballabio/QuantLib/issues; if you have a patch available, you can open a pull request instead (see "Contributing" below).
Contributing
Contributions are very welcome! Details are in CONTRIBUTING.md
*Note that all licence references and agreements mentioned in the QuantLib README section above
are relevant to that project's source code only.