QuantLib wrappers to other languages
☆392May 31, 2026Updated last week
Alternatives and similar repositories for QuantLib-SWIG
Users that are interested in QuantLib-SWIG are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The QuantLib C++ library☆7,214Jun 5, 2026Updated last week
- Open Source Risk Engine☆727Updated this week
- Documentation for QuantLib-Python☆119Mar 30, 2026Updated 2 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆178Feb 28, 2026Updated 3 months ago
- Cython QuantLib wrappers☆1,307Aug 20, 2025Updated 9 months ago
- 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.
- An Excel addin for QuantLib.☆22Feb 9, 2024Updated 2 years ago
- QLNet C# Library☆425Updated this week
- Fast Risks with QuantLib in Python☆20Apr 2, 2026Updated 2 months ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Dec 2, 2018Updated 7 years ago
- High-Performance Automatic Differentiation for Python☆19Apr 2, 2026Updated 2 months ago
- Open source analytics and market risk library from OpenGamma☆946May 20, 2026Updated 3 weeks ago
- QuantLib with AAD☆40May 13, 2026Updated 3 weeks ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆50Mar 17, 2016Updated 10 years ago
- ☆45Mar 18, 2020Updated 6 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆77Jul 29, 2017Updated 8 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 4 years ago
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,988May 26, 2026Updated 2 weeks ago
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆571Jun 4, 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) …☆343May 20, 2026Updated 3 weeks ago
- ☆23Apr 1, 2022Updated 4 years ago
- An xVA quantitative library written in python using tensorflow☆19Updated this week
- 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.
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Docker images for QuantLib CI☆22Aug 28, 2023Updated 2 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆48Feb 10, 2023Updated 3 years ago
- REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financi…☆34May 21, 2026Updated 3 weeks ago
- Python support for FpML (Financial products Markup Language) generated with generateDS.py☆16Feb 27, 2016Updated 10 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆23Jan 30, 2019Updated 7 years ago
- Modern C++ order matching engine☆13Nov 1, 2025Updated 7 months ago
- Surface SVI parameterisation and corresponding local volatility☆62May 10, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 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
- The QuantLib C++ library and extensions (warning: out of date)☆474Apr 21, 2017Updated 9 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Sep 3, 2017Updated 8 years ago
- ☆410May 29, 2026Updated 2 weeks ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆639Feb 22, 2021Updated 5 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
- Python tools to quantitatively manage financial risk☆68Nov 16, 2019Updated 6 years ago