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QLNet
C# financial library derived from QuantLib with bond extensions
What it is
A financial library written in C#, derived mainly from QuantLib, with added bond-market features such as MBS, amortized cost and the PSA curve. It brings QuantLib-style pricing and interest rate modelling into the .NET world. Developers and quant analysts who build fixed income and rates applications in C# are the natural users. Because its design follows QuantLib, some familiarity with QuantLib's concepts helps when getting started.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | C# / .NET |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 29 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): −1 over the period, now 427. Gaps mean no snapshot was taken that day.
Financial library written in C#, derived primarily from QuantLib, with additional bond-market developments such as MBS, Amortized Cost and PSA Curve.
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