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lballabio/QuantLib

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The QuantLib C++ library

3 mentions on Hacker News by 3 people: 0 stories, 3 comments · first 2016-12-18 · latest 2020-10-28

Mentions per year 3 mentions · busiest year 2016 (1)
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  1. If interested in Financial Markets, Quantlib is interesting. https://github.com/lballabio/QuantLib Also, there is a book which describes the different patterns used: https://leanpub.com/implementingquantlib
    comment by ryansmccoy · 2020-10-28 · in Ask HN: Good C++ code bases to read?
  2. …https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2311743 [3] https://github.com/OpenGamma [4] https://github.com/lballabio/QuantLib
  3. Quantlib has a relatively small set implemented: https://github.com/lballabio/QuantLib/tree/master/ql/time/da...
    comment by smallnamespace · 2016-12-18 · in Maya – Python Datetimes for Humans