lballabio/QuantLib
The QuantLib C++ library observed · 2026-08-28
Health v2 · maintenance only
89/100
- Activity 99
- Release rhythm 69
- Longevity 100
Flags: no_license
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.
- gap_med: 90.5
- age_days: 3912
- days_rel: 50
- days_push: 7
- n_releases_24m: 9
Adoption not part of the score
7546 stars · 2308 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded
QuantLib is a free, open-source C++ library providing a comprehensive framework for quantitative finance, including instruments pricing, modeling, trading, and risk management. It is exported to other languages such as Python, C#, Java, and R, and used by banks, researchers, and practitioners.
Use cases
- price bonds and interest-rate derivatives
- value options with stochastic models
- compute risk metrics for trading portfolios
- model yield curves and term structures
- backtest quantitative trading strategies
- build financial research prototypes
When to choose
- you need battle-tested pricing and risk models in C++ or via Python/R bindings
- you want a mature, real-world-used library for fixed income and derivatives
- you need cross-platform quantitative finance tooling with an active community
When to avoid
- you need a simple spreadsheet-level calculation without programming
- your focus is machine learning on financial data rather than instrument pricing
- you require a lightweight pure-Python solution with no C++ dependency
Facets
library · maturity stable
math sdk simulation fintech mathematics cpp windows cross-platform quantitative-finance pricing risk-management derivatives fixed-income trading algorithms linux macos
3 sources
- readme: https://github.com/lballabio/QuantLib · fetched 2026-08-28 · 2d66889c3ffe
- homepage: http://quantlib.org · fetched 2026-08-29 · ec5c6aaeacf3
- site_page: https://www.quantlib.org/docs.shtml · fetched 2026-08-29 · ef69787370da
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| lballabio/QuantLib | main | 89 |
For agents
markdown · JSON · MCP: product_card(name="lballabio/QuantLib")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem