High-performance TensorFlow library for quantitative finance.
-
Updated
Mar 12, 2024 - Python
High-performance TensorFlow library for quantitative finance.
Rust library for quantitative finance.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
QuantLib ported to C++17 and with all Boost dependency removed
📆 A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
A collection of derivative pricing module implemented in C++ and Python
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
QLDDS - Data Distribution Service for QuantLib
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
QuantLib with python in Docker
QuantLibXL Sync bindings for node.js
Jupyter Notebook Docker image for x86_64 platform
Dockerized development environment with QuantLib C++ library based on Alpine Linux
Add a description, image, and links to the quantlib topic page so that developers can more easily learn about it.
To associate your repository with the quantlib topic, visit your repo's landing page and select "manage topics."