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QuantLib
open-in-new
<p>QuantLib is an open-source software library which provides tools for software developers and practitioners interested in <a href="/facts/Financial_instrument/2d93t6Ya">financial instrument</a> valuation and related subjects. QuantLib is written in <a href="/facts/C%2B%2B/Et0F2qn9">C++</a>. </p>