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 User Meeting 2016, Düsseldorf

The second QuantLib User Meeting of 2016 was held in Düsseldorf on December 7th and 8th, thanks to the sponsorship of IKB, Quaternion and d-fine.

When available, you can get the slides for the talks by clicking on their title.

Wednesday, December 7th

Sebastian Schlenkrich, Quasi-Gaussian Model in QuantLib.

Georg Schöchtel, QuantLib(XL) for Model Validation.

Andreas Pfadler, Igniting QuantLib on a Zeppelin.

Nicholas Bertocchi, Advanced EONIA Curve Calibration. Paper available on SSRN.

Eric Ehlers, Reposit 1.10: Status Update.

Thursday, December 8th

Martin Dietrich and Pascal Heider, Market Models vs Replication Strategies in Incomplete Commodity Markets.

Klaus Spanderen, Collocating Local Volatility Model.

Peter Caspers, Open Source Risk Engine (ORE).

Roland Lichters, ORE Applied: Dynamic Initial Margin and MVA.

Oleksandr Khomenko, Solvency II Regulation: How QuantLib Can Help.