QuantLib

QuantLib:量化金融的免费/开源 C++ 库。「QuantLib: the free/open-source C++ library for quantitative finance」

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QuantLib:量化金融的免费/开源库

QuantLib 项目(http://quantlib.org)旨在为量化金融提供一个全面的软件框架。QuantLib是一个免费/开源的库,用于现实生活中的建模、交易和风险管理。

QuantLib 是 Non-Copylefted Free Software 和 OSI 认证的开源软件。

下载和使用

QuantLib 可以从 http://quantlib.org/download.shtml 下载;大多数平台的安装说明可以从 http://quantlib.org/install.shtml获得。

有关 QuantLib 库的使用和设计的文档可以在 http://quantlib.org/docs.shtml 找到。

您可以在 http://quantlib.org/reference/history.html 浏览库的各个版本的变化列表。

问题和反馈

问题的首选渠道(也是受众最多的渠道)是 quantlib-users 邮件列表。订阅说明在 http://quantlib.org/mailinglists.shtml

错误可以以 GitHub 问题的形式报告,网址是:https://github.com/lballabio/QuantLib/issues;如果你有可用的补丁,你可以打开一个 pull 请求来代替(见下面的 "贡献")。

贡献

首选的贡献方式是通过 GitHub 上的 pull 请求。如果你还没有 GitHub 账户,请先注册一个,然后通过 https://github.com/lballabio/QuantLib 仓库页面右上角的 "Fork" 按钮克隆仓库。检查出你的克隆到你的机器上,写好代码,把你的修改推送到你的克隆上,然后提交一个拉取请求;说明在 https://help.github.com/articles/fork-a-repo

如果你有需要,更详细的创建拉取请求的说明在 https://help.github.com/articles/using-pull-requests;基本指南在 https://guides.github.com/activities/hello-world/。GitHub 还提供互动学习,网址是 https://lab.github.com/

我们很可能不会立即合并您的代码,而是要求你做一些修改。别灰心!这很正常;这个库很复杂,因此可能需要一些时间来熟悉它,并以习惯的方式使用它。

我们期待着您的贡献。


(The first version translated by vz on 2020.12.05)

主要指標

概覽
名稱與所有者lballabio/QuantLib
主編程語言C++
編程語言C++ (語言數: 9)
平台Linux, Mac
許可證Other
所有者活动
創建於2015-12-17 16:29:33
推送於2025-04-24 07:37:03
最后一次提交2025-04-24 09:37:03
發布數52
最新版本名稱v1.38 (發布於 2025-04-22 08:42:50)
第一版名稱QuantLib-v1.0 (發布於 )
用户参与
星數5.9k
關注者數263
派生數1.9k
提交數17.5k
已啟用問題?
問題數647
打開的問題數51
拉請求數1299
打開的拉請求數6
關閉的拉請求數227
项目设置
已啟用Wiki?
已存檔?
是復刻?
已鎖定?
是鏡像?
是私有?

QuantLib: the free/open-source library for quantitative finance

Download
Licensed under the BSD 3-Clause License
DOI
PRs Welcome

Build Status
Build status
Codacy Badge
Code Quality: Cpp
codecov


The QuantLib project (http://quantlib.org) is aimed at providing a
comprehensive software framework for quantitative finance. QuantLib is
a free/open-source library for modeling, trading, and risk management
in real-life.

QuantLib is Non-Copylefted Free Software and OSI Certified Open Source
Software.

Download and usage

QuantLib can be downloaded from http://quantlib.org/download.shtml;
installation instructions are available at
http://quantlib.org/install.shtml for most platforms.

Documentation for the usage and the design of the QuantLib library is
available from http://quantlib.org/docs.shtml.

A list of changes for each past versions of the library can be
browsed at http://quantlib.org/reference/history.html.

Questions and feedback

The preferred channel for questions (and the one with the largest
audience) is the quantlib-users mailing list. Instructions for
subscribing are at http://quantlib.org/mailinglists.shtml.

Bugs can be reported as a GitHub issue at
https://github.com/lballabio/QuantLib/issues; if you have a patch
available, you can open a pull request instead (see "Contributing"
below).

Contributing

The preferred way to contribute is through pull requests on GitHub.
Get a GitHub account if you don't have it already and clone the
repository at https://github.com/lballabio/QuantLib with the "Fork"
button in the top right corner of the page. Check out your clone to
your machine, code away, push your changes to your clone and submit a
pull request; instructions are available at
https://help.github.com/articles/fork-a-repo.

In case you need them, more detailed instructions for creating pull
requests are at
https://help.github.com/articles/using-pull-requests, and a basic
guide to GitHub is at
https://guides.github.com/activities/hello-world/. GitHub also
provides interactive learning at https://lab.github.com/.

It's likely that we won't merge your code right away, and we'll ask
for some changes instead. Don't be discouraged! That's normal; the
library is complex, and thus it might take some time to become
familiar with it and to use it in an idiomatic way.

We're looking forward to your contributions.