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The QuantLib C++ library
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Latest capture 2026-07-21 03:07
3 captures since 2026-06-19
Stars from baseline +103
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Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-07-21 03:07
CMakeLists.txt
c-cpp ecosystem,
4 dependencies
QuantLib.sln
dotnet ecosystem,
0 dependencies
Examples/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
fuzz-test-suite/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
ql/CMakeLists.txt
c-cpp ecosystem,
1 dependency
test-suite/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Examples/AsianOption/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Examples/BasketLosses/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
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Nearest indexed repositories by embedding similarity.
R interface to the QuantLib library
JQuantLib is a library for Quantitative Finance written in 100% Java
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
A framework for quantitative finance In python.
Quantitative Financial Modelling Framework
Rust library for quantitative finance.
