Open Source Risk Engine
☆716May 19, 2026Updated this week
Alternatives and similar repositories for Engine
Users that are interested in Engine are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dashboard☆50Nov 14, 2016Updated 9 years ago
- ☆58Jun 14, 2024Updated last year
- QuantLib ported to C++17 and with all Boost dependency removed☆76Jul 29, 2017Updated 8 years ago
- The QuantLib C++ library☆7,139May 13, 2026Updated last week
- Open source analytics and market risk library from OpenGamma☆941Updated this week
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆62Mar 30, 2024Updated 2 years ago
- QuantLib wrappers to other languages☆390May 12, 2026Updated last week
- The QuantLib C++ library☆17May 5, 2026Updated 2 weeks ago
- Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives☆30Sep 30, 2016Updated 9 years ago
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- An xVA quantitative library written in python using tensorflow☆18May 14, 2026Updated last week
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆339Apr 9, 2026Updated last month
- QuantLib with adjoint algorithmic differentiation (AAD)☆50Mar 17, 2016Updated 10 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆196Sep 10, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆178Feb 28, 2026Updated 2 months ago
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Tutorials about Machine Learning and Deep Learning☆29Nov 9, 2018Updated 7 years ago
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆565May 14, 2026Updated last week
- ☆12Sep 11, 2023Updated 2 years ago
- QuantLib Async Bindings for Node.js☆25May 17, 2017Updated 9 years ago
- Quantlib implementation in pure Julia☆144Feb 18, 2020Updated 6 years ago
- REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financi…☆34Mar 6, 2026Updated 2 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- An Excel addin for QuantLib.☆22Feb 9, 2024Updated 2 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆241Feb 27, 2025Updated last year
- ☆14Nov 9, 2013Updated 12 years ago
- Documentation for QuantLib-Python☆119Mar 30, 2026Updated last month
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,941Updated this week
- AAD enabled and scripting included derivatives modeling.☆24Updated this week
- R Packing Calculating Credit Risk Valuation Adjustments☆20Oct 17, 2022Updated 3 years ago
- ☆16Oct 7, 2019Updated 6 years ago
- DX Analytics | Financial and Derivatives Analytics with Python☆767Apr 5, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High-performance TensorFlow library for quantitative finance.☆5,356Feb 12, 2026Updated 3 months ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆137Mar 1, 2026Updated 2 months ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- QuantLib with AAD☆39May 13, 2026Updated last week
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆22Jan 30, 2019Updated 7 years ago
- Fast Risks with QuantLib in Python☆20Apr 2, 2026Updated last month
- Docker images for QuantLib CI☆22Aug 28, 2023Updated 2 years ago