High-performance TensorFlow library for quantitative finance.
Rust library for quantitative finance.
The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against CppAD, Adept and autodiff.
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.
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
Graphical wrapper over LSEG's Open Source Risk Engine (ORE).
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
QuantLib implementation in ImGui
A collection of derivative pricing module implemented in C++ and Python
QuantLibXL Sync bindings for node.js
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