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