QuantLib

The QuantLib C++ library (by lballabio)
Review Math quantitative-finance
Source Code
quantlib.org
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QuantLib Alternatives

Similar projects and alternatives to QuantLib

lballabio
QuantLib

  1. TinyExpr

    4 QuantLib VS TinyExpr

    tiny recursive descent expression parser, compiler, and evaluation engine for math expressions

  2. SaaSHub

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  3. Mission : Impossible (AutoDiff)

    0 QuantLib VS Mission : Impossible (AutoDiff)

    A concise C++17 implementation of automatic differentiation (operator overloading)

  4. Eigen

    0 QuantLib VS Eigen

  5. LibTomMath

    4 QuantLib VS LibTomMath

    LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.

  6. Apophenia

    2 QuantLib VS Apophenia

    A C library for statistical and scientific computing

  7. GLM

    41 QuantLib VS GLM

    OpenGL Mathematics (GLM)

  8. ceres-solver

    9 QuantLib VS ceres-solver

    A large scale non-linear optimization library

  9. Xerus

    0 QuantLib VS Xerus

    A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks

  10. OpenBLAS

    25 QuantLib VS OpenBLAS

    OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.

  11. Heston-Model-Calibration

    1 QuantLib VS Heston-Model-Calibration

  12. ExprTK

    11 QuantLib VS ExprTK

    C++ Mathematical Expression Parsing And Evaluation Library https://www.partow.net/programming/exprtk/index.html

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a better QuantLib alternative or higher similarity.
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QuantLib reviews and mentions

Posts with mentions or reviews of QuantLib. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2023-01-24.

Stats

Basic QuantLib repo stats
1
7,228
9.8
3 days ago

lballabio/QuantLib is an open source project licensed under GNU General Public License v3.0 or later which is an OSI approved license.

The primary programming language of QuantLib is C++.

Popular Comparisons

  1. QuantLib VS TinyExpr
  2. QuantLib VS Mission : Impossible (AutoDiff)
  3. QuantLib VS Eigen
  4. QuantLib VS LibTomMath
  5. QuantLib VS Apophenia
  6. QuantLib VS GLM
  7. QuantLib VS ceres-solver
  8. QuantLib VS Xerus
  9. QuantLib VS OpenBLAS
  10. QuantLib VS ExprTK

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