Popularity
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Stable
Activity
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Growing
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Code Quality Rank: L1
Programming language: C++
License: GNU General Public License v3.0 or later
Tags: Math    
Latest version: v1.20

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README

QuantLib: the free/open-source library for quantitative finance

Download Licensed under the BSD 3-Clause License DOI PRs Welcome

Linux build status Windows build status Mac OS build status CMake build status

Codacy Badge Code Quality: Cpp Coverage Status


The QuantLib project (http://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 http://quantlib.org/download.shtml; installation instructions are available at http://quantlib.org/install.shtml for most platforms.

Documentation for the usage and the design of the QuantLib library is available from http://quantlib.org/docs.shtml.

A list of changes for each past versions of the library can be browsed at http://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 http://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

The preferred way to contribute is through pull requests on GitHub. Get a GitHub account if you don't have it already and clone the repository at https://github.com/lballabio/QuantLib with the "Fork" button in the top right corner of the page. Check out your clone to your machine, code away, push your changes to your clone and submit a pull request; instructions are available at https://help.github.com/articles/fork-a-repo.

In case you need them, more detailed instructions for creating pull requests are at https://help.github.com/articles/using-pull-requests, and a basic guide to GitHub is at https://guides.github.com/activities/hello-world/. GitHub also provides interactive learning at https://lab.github.com/.

It's likely that we won't merge your code right away, and we'll ask for some changes instead. Don't be discouraged! That's normal; the library is complex, and thus it might take some time to become familiar with it and to use it in an idiomatic way.

We're looking forward to your contributions.


*Note that all licence references and agreements mentioned in the QuantLib README section above are relevant to that project's source code only.