QuantLib

QuantLib
DeveloperQuantLib Team
Stable release
1.40  / 14 October 2025 (14 October 2025)
Written inC++
TypeNumerical library
Licensemodified BSD license
Websitehttps://www.quantlib.org/
Repository

QuantLib is an open-source software library which provides tools for software developers and practitioners interested in financial instrument valuation and related subjects. QuantLib is written in C++.