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.

QuantLib Forum 2011

The first QuantLib forum was held in London on January 18th, 2011, thanks to the sponsorship of StatPro.

Talks

Slides of Ferdinando Ametrano's presentation, Yield curves for forward Euribor estimation and CSA-discounting, are available here [PDF].
Slides of Marco Marchioro's presentation, Risk simulations for a bond in QuantLibXL, are available from the Conferences page on his site, http://www.marchioro.org/, along with the corresponding spreadsheet.
A screencast of Luigi Ballabio's presentation, Code Arbitrage: or, how to get features for free in QuantLib, is available in two parts at https://vimeo.com/album/3082523/.
The brochure of the forum (just a historical curiosity by now) is available [PDF].