High-performance TensorFlow library for quantitative finance.

• UpdatedFeb 12, 2026
• Python

Rust library for quantitative finance.

• UpdatedJan 14, 2026
• Rust

Cython QuantLib wrappers

• UpdatedAug 20, 2025
• Cython

QLNet C# Library

• UpdatedFeb 13, 2026
• C#

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

• UpdatedDec 16, 2025
• Python

R interface to the QuantLib library

• UpdatedFeb 4, 2026
• C++

QuantLib ported to C++17 and with all Boost dependency removed

• UpdatedJul 29, 2017
• C++

📆 A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.

• UpdatedDec 14, 2025
• Julia

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

• UpdatedOct 1, 2025
• C++

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

• UpdatedJan 18, 2023
• Python

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

• UpdatedDec 2, 2023
• Python

R Bindings for QuantLib Calendering

• UpdatedJan 17, 2026
• C++

QLDDS - Data Distribution Service for QuantLib

• UpdatedDec 18, 2022
• C++

A collection of derivative pricing module implemented in C++ and Python

• UpdatedMay 13, 2020
• C++

QuantLib implementation in ImGui

• UpdatedApr 10, 2023
• C++

QuantLibXL Sync bindings for node.js

• UpdatedAug 30, 2017
• C++

An implementation of Quantlib with Rust

• UpdatedNov 22, 2022
• Rust

Graphical wrapper over Acadia's Open Source Risk Engine (ORE).

• UpdatedFeb 20, 2026
• C++

Jupyter notebook examples using QuantLib.

• UpdatedJun 25, 2024
• Jupyter Notebook

A kdb library to call Quantlib C++ library via embedpy with a simple interface (similar to R Quantlib interface)

• UpdatedJan 2, 2021
• q