Open-source project
Open-source project
QuantLib
A mature open-source library for instrument pricing, term structures, risk management and quantitative finance.
- Provider
- QuantLib community
- Access
- Open source
- Primary interface
- C++ library with language bindings
QuantLib community
API / Skill
Research
Price options and fixed-income instruments
Correct calendars, conventions and market inputs matter as much as the model.
Open source · C++ library with language bindings
Best used for
Price options and fixed-income instruments
Construct yield curves
Calculate sensitivities and risk
Quick start
pip install QuantLib
import QuantLib as ql
rate = ql.SimpleQuote(0.045)
day_count = ql.Actual365Fixed()
print(rate.value(), day_count.name())A practical workflow
- 1Confirm the source and license
- 2Run the smallest useful request
- 3Validate fields and missing values
- 4Cache responsibly and document assumptions
Before you build
Correct calendars, conventions and market inputs matter as much as the model.
Frequently asked questions
What can QuantLib do in a real workflow?
Price options and fixed-income instruments Construct yield curves Calculate sensitivities and risk
What access and compatibility does QuantLib require?
Open source. C++ library with language bindings.
What is the main implementation risk with QuantLib?
Correct calendars, conventions and market inputs matter as much as the model.