A free/open-source library for quantitative finance - QuantLib

Documentation for QuantLib-Python. Contribute to nhaga/QuantLib-Python-Docs development by creating an account on GitHub.

QuantLib-SWIG provides the means to use QuantLib from a number of languages; currently their list includes Python, C#, Java, Scala and R.

Documentation for QuantLib-Python. Contribute to nhaga/QuantLib-Python-Docs development by creating an account on GitHub.

QuantLib Python Implementation. Contribute to thanhuwe8/QuantLibPython development by creating an account on GitHub.

A conda-smithy repository for quantlib-python. Contribute to conda-forge/quantlib-python-feedstock development by creating an account on GitHub.

You can create the virtual environment ... you to have SWIG installed. You can download released QuantLib-SWIG versions from GitHub at https://github.com/lballabio/QuantLib-SWIG/releases....

Fork our repository on GitHub and start coding. Please have a look at our developer intro and guidelines. Here is the QuantLib license, the list of contributors, and the version history.

This repository builds QuantLib Python bindings with automatic differentiation, enabling fast risks calculation with QuantLib in Python. It wraps C++ QuantLib-Risks in Python.

Reimplementing QuantLib examples by Python. Contribute to xuruilong100/QuantLibPythonExamples development by creating an account on GitHub.

Contribute to michn/quantlib-python-option-pricer development by creating an account on GitHub.

I'm Luigi Ballabio, co-founder and current maintainer of the open-source QuantLib project. I'm also the author of A QuantLib Guide, Implementing QuantLib and QuantLib Python Cookbook, and I'm available for training on-site (in Europe and UK) or remote (anywhere).

This directory contains a number of examples of using QuantLib from Python.

Example Python scripts for interest rate modelling and QuantLib usage - sschlenkrich/QuantLibPython

quantlib-1.42.1-pp311-pypy311_pp73-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl (20.1 MB view details)

# name: python3 · # --- · # %% [markdown] # # Interest-rate swaps · # # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl · # # This file is part of QuantLib, a free-software/open-source library · # for financial quantitative analysts and developers - https://www.quantlib.org/ # # QuantLib is free software: you can redistribute it and/or modify it under the ·

QuantLib is a component of QuantLab, which also includes organising software to manage machine learning (ML) experiments (systems and manager packages, as well as the main.py façade script).

QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.

sudo apt-get install python3-dev ... you to have SWIG installed. You can download released QuantLib-SWIG versions from GitHub at https://github.com/lballabio/QuantLib-SWIG/releases....

The python wrapper of QuantLib. Last Updated · Apr 18, 2026 at 19:39 · License · BSD-3-Clause · Supported Platforms · macOS-arm64 · macOS-64 · win-64 · linux-64 · Home https://github.com/lballabio/QuantLib · GitHub Repository https://github.com/lballabio/QuantLib ·