QuantLib: the free/open-source library for quantitative finance
The QuantLib project (https://www.quantlib.org) is aimed at providing a
comprehensive software framework for quantitative finance. QuantLib is
a free/open-source library for modeling, trading, and risk management
in real-life.
QuantLib is Non-Copylefted Free Software and OSI Certified Open Source
Software.
Download and usage
QuantLib can be downloaded from https://www.quantlib.org/download.shtml;
installation instructions are available at
https://www.quantlib.org/install.shtml for most platforms.
Documentation for the usage and the design of the QuantLib library is
available from https://www.quantlib.org/docs.shtml.
A list of changes for each past versions of the library can be
browsed at https://www.quantlib.org/reference/history.html.
Questions and feedback
The preferred channel for questions (and the one with the largest
audience) is the quantlib-users mailing list. Instructions for
subscribing are at https://www.quantlib.org/mailinglists.shtml.
Bugs can be reported as a GitHub issue at
https://github.com/lballabio/QuantLib/issues; if you have a patch
available, you can open a pull request instead (see "Contributing"
below).
Contributing
Contributions are very welcome! Details are in
CONTRIBUTING.md
