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Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Jupyter Notebook 150 70 Updated Nov 18, 2018

Open Source Risk Engine

C++ 518 223 Updated Oct 10, 2024

Examples and Tutorials related to fraud detection with machine learning and deep learning

Jupyter Notebook 20 4 Updated Nov 12, 2018

An API for QuantLib which facilitates deployment to end user platforms such as spreadsheets.

C++ 8 11 Updated Mar 10, 2018

An Excel addin for QuantLib.

C++ 18 21 Updated Feb 9, 2024

An Excel addin for QuantLib.

C++ 3 Updated Mar 10, 2018

Tutorials about Machine Learning and Deep Learning

Jupyter Notebook 29 31 Updated Nov 9, 2018

The QuantLib C++ library

C++ 5,550 1,816 Updated Jan 8, 2025

QuantLib wrappers to other languages

SWIG 348 288 Updated Jan 7, 2025

The QuantLib C++ library and extensions (warning: out of date)

C++ 471 403 Updated Apr 21, 2017