High-performance TensorFlow library for quantitative finance.
Rust library for quantitative finance.
PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators
QuantLib ported to C++17 and with all Boost dependency removed
📆 A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
High-performance quantitative finance library in Rust: pricing, risk, and numerical tools built for speed and safety.
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
QLDDS - Data Distribution Service for QuantLib
A collection of derivative pricing module implemented in C++ and Python
QuantLib implementation in ImGui
QuantLibXL Sync bindings for node.js
C++ snippets for the TastyHedge blog
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