Alternatives and similar repositories for QuantLibXL

Users that are interested in QuantLibXL are comparing it to the libraries listed below

• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆76Updated 8 years ago
• OpenSourceRisk / ORE-SWIG
  ☆56Updated last year
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆69Updated 3 years ago
• lballabio / QuantLib-SWIG
  QuantLib wrappers to other languages
  ☆380Updated this week
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 8 years ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆116Updated 3 weeks ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆135Updated 4 years ago
• sschlenkrich / QuantLibPython
  Example Python scripts for interest rate modelling and QuantLib usage
  ☆24Updated 5 years ago
• AnthonyBradford / optionmatrix
  Financial Derivatives Calculator with 171+ Models (Options Calculator)
  ☆238Updated 11 months ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆112Updated 7 years ago
• asavine / xlCppTutorial
  Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine
  ☆21Updated 3 years ago
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆98Updated 9 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆172Updated 7 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆147Updated 11 years ago
• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆190Updated 4 years ago
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆133Updated last week
• Robot-Wealth / trader-tales
  ☆100Updated 3 months ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆42Updated 10 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated this week
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆268Updated 4 years ago
• beratkirik / CPP-Programming-for-Financial-Engineering
  QuantNet course on C++ programming (completed with Certificate with Distinction)
  ☆79Updated 3 years ago
• sa-ccr / sa-ccr-python
  implementing the SA-CCR based on the CRR2 Regulation
  ☆16Updated 8 months ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆89Updated 12 years ago
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆37Updated 7 years ago
• OpenSourceRisk / Engine
  Open Source Risk Engine
  ☆658Updated this week
• sschlenkrich / InterestRateModelling_examples
  Example for Interest Rate Modelling Lecture
  ☆14Updated 9 months ago
• manajit04 / Fixed-Income-Quant-Trading
  Fixed-Income-Quant-Trading Projects
  ☆15Updated 7 years ago