QuantLib

The QuantLib financial toolkit is a well-built framework for finance programmed in C++. The library is released as Open Source, which makes it easy for students and others to study the inner workings of a financial toolkit as they are used in the real world.

This page is the home for my personal projects relating to QuantLib.

Projects

• QuantLib for Mathematica - a "proof on concept" of making a Mathematica interface for QuantLib
• NesQuant - my (very humble) extensions to the toolkit