There are 3 repositories under quantlib topic.
High-performance TensorFlow library for quantitative finance.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
QuantLib ported to C++17 and with all Boost dependency removed
:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
A collection of derivative pricing module implemented in C++ and Python
QuantLibXL Sync bindings for node.js
A Matrix Library for Erlang that uses Quantlib's C++ library.
Jupyter notebook examples using QuantLib.
Accompanying C++ code for the TastyHedge blog
Mortgage Valuation, Transfer Pricing, Hedging
my personal overview page and redirect for kapl.org
My AWS Lambda based QuantLib swap exposures code repo
QuantLib with python in Docker
Jupyter Notebook Docker image for x86_64 platform
Jupyter Notebook Docker image with Quantlib Package for Raspberry Pi 2 (armv7l)
Practice Questions using QuantLib 1.18 and Boost 17
manylinux2014 Python pkg builds
Dockerfile for using QuantLib-Python on the Conda stack
Source code for my Master Thesis in Credit Value Adjustment: Pricing Wrong Way Risk on Interest Rate Swaps
QuantLib Miniconda 3 on Ubuntu Linux in Docker