QuantLib's profile picture. A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life

QuantLib

@QuantLib

A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life

QuantLib reposted

#QuantLib 1.40 was just released. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/Quan…


QuantLib reposted

#QuantLib 1.39 is out. Thanks to the contributors to this release! github.com/lballabio/Quan… If you're using Visual C++ 2022, beware of a compiler bug in recent versions. Check that you have at least version 17.14.9; if not, the compiled code won't work correctly.

github.com

Release 1.39 · lballabio/QuantLib

Downloads: QuantLib-1.39.tar.gz QuantLib-1.39.zip Changes for QuantLib 1.39: QuantLib 1.39 includes 28 pull requests from several contributors. Some of the most notable changes are included below...


QuantLib reposted

#QuantLib 1.37 is out. Thanks to all the contributors! If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository. github.com/lballabio/Quan…


QuantLib reposted

#QuantLib 1.35 is out—thanks to all the contributors! github.com/lballabio/Quan… If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository.


QuantLib reposted

New on my Implementing #QuantLib blog: A QuantLib-Python companion for the Ametrano-Bianchetti (@Ferdinando1970-@MBianchetti1967) paper. implementingquantlib.com/2023/09/ametra…


#QuantLib 1.31.1 was released today. It's a bug-fix release for version 1.31. Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.31 was released today. Thanks to all the contributors! Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.30 was released today. Thanks to all the contributors! Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.29 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.28 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.27.1 was released today. It's a bug-fix release for version 1.27. Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.27 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.26 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/Quan…


#QuantLib 1.25 was released today. Thanks to all contributors, new and old! Release info and downloads: github.com/lballabio/Quan…


#QuantLib 1.24 was released today. Thanks to all contributors, new and old! Release info and downloads at github.com/lballabio/Quan…


QuantLib reposted

Side note: I stumbled upon btclib in my search; while not recommended for production use, skimming the source shows genuine understanding of cryptography and BIP-340 in particular, eg. github.com/btclib-org/btc… Kudos to the team (@Ferdinando1970 it seems).


#QuantLib 1.23 was released today. Thanks to all contributors! Get it at <quantlib.org/download.shtml>. Release history at <quantlib.org/reference/hist…>.


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