# lballabio/QuantLib

The QuantLib C++ library

Repository: https://github.com/lballabio/QuantLib
Canonical: https://ross.abutalabs.com/products/quantlib
Homepage: http://quantlib.org
Language: C++
License: NOASSERTION
License Family: other
Topics: quantitative-finance
Last push: 2026-08-26T20:32:15+00:00

## Health v2 (maintenance only)
Score: 89/100 (v2, computed 2026-09-03T02:20:16.233290+00:00)
- activity 99, release rhythm 69, longevity 100
- inputs: {"age_days": 3912, "days_push": 7, "days_rel": 50, "gap_med": 90.5, "n_releases_24m": 9}
- flags: no_license
- formula: round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10)

## Adoption (not part of the score)
Stars 7546, forks 2308 (observed 2026-08-28T04:10:01.495859+00:00)

## What it is
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
- artifact type: library
- maturity: stable
- function: math, sdk, simulation
- domain: fintech, mathematics
- platform: cpp, windows, cross-platform
- tags: quantitative-finance, pricing, risk-management, derivatives, fixed-income, trading, algorithms, linux, macos

## Member repositories
- lballabio/QuantLib (main) score 89

## Provenance
- Observed fields: from GitHub, fetched 2026-08-28T04:10:01.495859+00:00.
- Health v2: computed from the inputs above; adoption is never an input.
- Inferred fields (summary, facets, guidance): AI-extracted, prompt v1, taxonomy v1, on 2026-08-29T17:37:24.417009+00:00, confidence not recorded.
  - readme: https://github.com/lballabio/QuantLib (fetched 2026-08-28T04:10:01.495859+00:00, sha 2d66889c3ffe)
  - homepage: http://quantlib.org (fetched 2026-08-29T08:32:29.669845+00:00, sha ec5c6aaeacf3)
  - site_page: https://www.quantlib.org/docs.shtml (fetched 2026-08-29T08:32:29.678812+00:00, sha ef69787370da)
- Data as of 2026-08-30T08:39:29.467469+00:00.