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@quantlib

QuantLib

A free/open-source library for quantitative finance

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  1. QuantLib QuantLib Public

    Forked from lballabio/QuantLib

    The QuantLib C++ library

    C++ 27 13

  2. quantlib.github.io quantlib.github.io Public

    The contents of the QuantLib web site

    HTML 3

  3. QuantLibAdjoint QuantLibAdjoint Public

    Forked from compatibl/QuantLibAdjoint

    QuantLib with adjoint algorithmic differentiation (AAD)

    C++ 1 1

  4. QuantLib-SWIG QuantLib-SWIG Public

    Forked from lballabio/QuantLib-SWIG

    The QuantLib extension modules

    SWIG

  5. reposit reposit Public

    Forked from eehlers/reposit

    An object repository which facilitates deployment of C++ libraries to end user environments such as spreadsheets.

    C++

  6. QuantLibAddin QuantLibAddin Public

    Forked from eehlers/QuantLibAddin

    An API for QuantLib which facilitates deployment to end user platforms such as spreadsheets.

    C++

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