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lballabio/QuantLib: The QuantLib C++ library

原作者: [db:作者] 来自: 网络 收藏 邀请

开源软件名称(OpenSource Name):

lballabio/QuantLib

开源软件地址(OpenSource Url):

https://github.com/lballabio/QuantLib

开源编程语言(OpenSource Language):

C++ 98.4%

开源软件介绍(OpenSource Introduction):

QuantLib: the free/open-source library for quantitative finance

Download Licensed under the BSD 3-Clause License DOI PRs Welcome

Linux build status Windows build status Mac OS build status CMake build status

Codacy Badge Code Quality: Cpp Coverage Status


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




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