QuantLib wrappers to other languages
☆385Updated this week
Alternatives and similar repositories for QuantLib-SWIG
Users that are interested in QuantLib-SWIG are comparing it to the libraries listed below
Sorting:
- The QuantLib C++ library☆6,807Updated this week
- Open Source Risk Engine☆677Feb 4, 2026Updated 3 weeks ago
- ☆57Jun 14, 2024Updated last year
- Documentation for QuantLib-Python☆116Dec 29, 2025Updated 2 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆174Nov 18, 2018Updated 7 years ago
- Cython QuantLib wrappers☆1,247Aug 20, 2025Updated 6 months ago
- Fast Risks with QuantLib in Python☆18Jun 17, 2024Updated last year
- An Excel addin for QuantLib.☆20Feb 9, 2024Updated 2 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Mar 17, 2016Updated 9 years ago
- QLNet C# Library☆419Feb 13, 2026Updated 2 weeks ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- Open source analytics and market risk library from OpenGamma☆926Updated this week
- High-Performance Automatic Differentiation for Python☆19Sep 2, 2024Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,790Jan 27, 2026Updated last month
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Sep 3, 2017Updated 8 years ago
- Docker images for QuantLib CI☆23Aug 28, 2023Updated 2 years ago
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆13Dec 2, 2018Updated 7 years ago
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆555Feb 20, 2026Updated last week
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- Surface SVI parameterisation and corresponding local volatility☆61May 10, 2020Updated 5 years ago
- Continuous Wavelet Transform. Based on the work of Roger Fearick.☆13Feb 22, 2016Updated 10 years ago
- ☆45Mar 18, 2020Updated 5 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆317Updated this week
- QuantLib with AAD☆38Feb 6, 2026Updated 3 weeks ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- ☆22Apr 1, 2022Updated 3 years ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- Reimplementing QuantLib examples by Python☆68Sep 23, 2022Updated 3 years ago
- Scalar and vector adjoint algorithmic differentiation (AAD)☆28Mar 15, 2017Updated 8 years ago
- Root-finding algos, Black-Scholes and trees with Python☆45Jun 9, 2014Updated 11 years ago
- ☆11Mar 31, 2015Updated 10 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆12Mar 8, 2018Updated 7 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆76Jul 29, 2017Updated 8 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆22Jan 30, 2019Updated 7 years ago