Quantlib is an open-source C++ library for quantitative finance.
Quantlib is an open-source C++ library for quantitative finance. It has interfaces to many other programming languages, including C#, Objective Caml, Java, Perl, Python, R, Ruby, and Scheme. It includes modules for interest rate modeling, pricing of options and swaps, and monte-carlo simulation.
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12 years, 9 months ago |
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11 years, 3 months ago |
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