quantlib

Library for quantitative finance

http://quantlib.org/

Current versions:

stable 1.12.1
head ⚡️ HEAD
bottle 🍾 high_sierra, sierra, el_capitan

Options:

--with-intraday Enable intraday components to dates

Depends on:

boost 1.67.0 Collection of portable C++ source libraries

JSON API for quantlib

Formula code on GitHub

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