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 2013

The first QuantLib User Meeting was held in Düsseldorf on November 13th and 14th, 2013, thanks to the sponsorship of IKB, Quaternion and d-fine.
The slides for most talks are available:

Luigi Ballabio's opening keynote;
Michael von den Driesch's talk, QuantLib at IKB;
Roland Lichters's talk, Cross Asset CVA Application;
André Miemiec's talk, Pricing of Accreting Swaptions using QuantLib;
Peter Caspers's talk, Markov Functional Model;
Sarp Kaya Acar's talk, Inflation Modeling;
Henning Segger's talk, (J)CIR(++) Hazard Rate Model;
Martin Dietrich's talk, QuantLib Integration into Scala and Excel;
Klaus Spanderen's talk, Beyond Simple Monte-Carlo: Parallel Computing with QuantLib;
Sebastian Schlenkrich's talk, Design Patterns for Algorithmic Differentiation.