QuantLib 1.4

An Open Source and free C++ library that can be used for quantitative finance tasks
QuantLib is an open source library software written in the C++ programming language (exported to C#, Java, Ruby, Perl, Objective Caml, GNU R, Python, Scheme) and designed to act as a quantitative finance library that can be used for pricing, modeling, risk management and trading in real-life.

QuantLib provides a complex software framework that can be used for quantitative finance tasks. It offers various tools that are useful for both advanced modeling and practical implementation, with features like yield curve models, market conventions, PDEs, solvers, Monte Carlo, VAR, and exotic options.

In the future, QuantLib will also proide bindings for other languages, as well as ports to Matlab/Octave, Gnumeric, S-PLUS/R, COM/SOAP/CORBA architectures, Mathematica, and FpML.

last updated on:
February 6th, 2014, 10:10 GMT
developed by:
QuantLib Group
license type:
BSD License 
ROOT \ Office \ Finance


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What's New in version 1.3
  • Portability:
  • Enabled g++ compilation in C++11 mode.
  • Added VC++11 projects (thanks to Edouard Tallent).
read full changelog

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