QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Where to get QuantLib

QuantLib releases

Source code, documentation, modules, etc. of current and previous QuantLib releases can be downloaded from https://www.quantlib.org/download.shtml

Current snapshot

Instructions for Git access are available at https://www.quantlib.org/git.shtml

Access to the Git repository is intended mainly for developers and is not recommended to end users which should download the latest stable release instead.