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quantlib

Quantitative finance library for derivatives pricing and risk analysis

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About

Library for quantitative finance

Commands

quantlib

Examples

Link QuantLib in a C++ project for bond pricing calculations$ g++ -o pricing pricing.cpp $(pkg-config --cflags --libs quantlib)
Use QuantLib Python bindings for option valuation$ python3 -c "import QuantLib; option = QuantLib.Option()"
Access QuantLib header files for custom quantitative models$ ls $(brew --prefix quantlib)/include/ql/