QuantLib

Description

quantlib website

QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. It provides tools that enable sophisticated calculations for financial quantitative analysis and derivatives pricing.

Environment Modules

Run module spider quantlib to find out what environment modules are available for this application.

Environment Variables

• HPC_QUANTLIB_DIR - installation directory
• HPC_QUANTLIB_BIN - executable directory

Categories

financial, quantitative analysis