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, London

The first QuantLib User Meeting of 2016 was held in London on July 12th, thanks to the sponsorship of Quaternion.

The slides for most of the talks are available by clicking on their title.

Ferdinando Ametrano and Luigi Ballabio, The abcd of Interest Rate Basis Spreads

Peter Caspers, Niall O'Sullivan and Roland Lichters, Open Risk Engine

Eric Ehlers, Reposit 1.8 and the Future of Spreadsheet Addins

Sebastian Schlenkrich, Multi-Curve Convexity

Alexander Sokol, QuantLibAdjoint News

Daniel Aziz, A sound modelling and backtesting framework for forecasting initial margin requirements (based on http://ssrn.com/abstract=2716279)

Andres Hernandez, Calibration using Neural Networks