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QuantLib
Open-source C++ framework for quantitative finance
What it is
A free, open-source software framework for quantitative finance, written in C++ and certified as OSI-compliant open-source software under a non-copyleft licence. It supports modeling, trading, and risk management in real-life applications. QuantLib suits developers and quants who want a comprehensive library as a foundation for financial applications across multiple language bindings. As a general-purpose framework rather than a finished product, it requires familiarity with its design and installation for most platforms before use.
At a glance
RecommendedOur 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++ |
| Learning curve | Steep learning curve |
| Practical value | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 8 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +54 over the period, now 7,660. Gaps mean no snapshot was taken that day.
The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
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