Get QuantLib

Head to our download page to get the latest official release, or check out the latest development version from our git repository. QuantLib is also available in other languages.

Documentation

Documentation is available in several formats from a number of sources. You can also read our Installation instructions to get QuantLib working on your computer.

Need Help?

If you need to ask a question, subscribe to our mailing list and post it there. Before doing that, though, you might want to look at the FAQ and check if it was already answered.

Found a bug?

Open an issue on GitHub; if you have a patch, open a pull request instead.

Want to contribute?

Just fork our repository on GitHub and start coding (instructions are here). Please have a look at our developer intro and guidelines.

More info

Here is the QuantLib license, the list of contributors, and the version history. The project page on Sourceforge is available at this link.

Other languages and platforms

QuantLib is available as a C#, Guile, Java, MzScheme, Perl, Python, and Ruby module by means of SWIG. Experimental bindings to GNU R and Objective Caml are also available; feedback is welcome.

QuantLibAddin exports a procedural interface to a number of platforms including Microsoft Excel (see the QuantLibXL site) and OpenOffice/LibreOffice Calc. The LibreOffice QuantLib Addin project also exports QuantLib to Calc.

A modified QuantLib C++ library enabling adjoint automatic differentiation (AAD) is available from https://github.com/compatibl/QuantLibAdjoint.

Deriscope is another project that aims at exporting QuantLib functionality to Excel.

GNU R support is provided by means of RQuantLib by Dirk Eddelbuettel.

An initial web API for QuantLib (also usable from Google Sheets) is available from quantra.io.

A project for porting QuantLib to C# has started at QLNet and is looking for developers.

The JQuantLib project aims at a 100% Java port. At this time, it provides about 65% of QuantLib 0.9.7.

An alternative set of Python wrappers is provided in the PyQL project by Didrik Pinte and Patrick Henaff.

QuantLib.jl is a port of QuantLib to the Julia language. The project is in its initial stages and welcomes contributions.

Bindings for Node.js are available from the quantlibnode project.

QLDDS is a project that allows the functionality of the QuantLibAddin for C++ to be distributed via OpenDDS across multiple computers running different operating systems.

QuantLib was integrated into Ceemple, a solution enabling rapid C++ based technical computing via an optimizing Just-In-Time compiler.

Other projects aim at ports in a functional language. QuantHas targets the Haskell language, while Quantifa is written in F#; they are looking for developers. HQuantLib is another Haskell port. Cephei.QL wraps the C++ library so that it can be called from F#.

Niels Elken Sønderby has a page for the tentative Mathematica project QuantLibMma. Another unrelated Mathematica extension wrapping QuantLib functionality can be found at the Weber und Partner site.

A few QuantLib functions have been ported to the Symphony grid-computing platform. Details are available here.

Finally, the QuantLibD project is a port of QuantLib in the D programming language. The project is looking for developers.