Science Score: 77.0%
This score indicates how likely this project is to be science-related based on various indicators:
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✓CITATION.cff file
Found CITATION.cff file -
✓codemeta.json file
Found codemeta.json file -
✓.zenodo.json file
Found .zenodo.json file -
✓DOI references
Found 3 DOI reference(s) in README -
✓Academic publication links
Links to: zenodo.org -
✓Committers with academic emails
3 of 239 committers (1.3%) from academic institutions -
○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (12.0%) to scientific vocabulary
Keywords
quantitative-finance
Keywords from Contributors
weighted
hacking
standardization
interpretability
econometrics
mathematics
interactive
distribution
numeric
parallel
Last synced: 6 months ago
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JSON representation
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Repository
The QuantLib C++ library
Basic Info
- Host: GitHub
- Owner: lballabio
- License: other
- Language: C++
- Default Branch: master
- Homepage: http://quantlib.org
- Size: 85.2 MB
Statistics
- Stars: 6,284
- Watchers: 261
- Forks: 2,007
- Open Issues: 58
- Releases: 56
Topics
quantitative-finance
Created about 10 years ago
· Last pushed 6 months ago
Metadata Files
Readme
Changelog
Contributing
License
Citation
README.md
QuantLib: the free/open-source library for quantitative finance
The QuantLib project (https://www.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 https://www.quantlib.org/download.shtml; installation instructions are available at https://www.quantlib.org/install.shtml for most platforms.
Documentation for the usage and the design of the QuantLib library is available from https://www.quantlib.org/docs.shtml.
A list of changes for each past versions of the library can be browsed at https://www.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 https://www.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
Contributions are very welcome! Details are in CONTRIBUTING.md
Owner
- Name: Luigi Ballabio
- Login: lballabio
- Kind: user
- Location: Milan, Italy
- Website: https://www.implementingquantlib.com
- Twitter: lballabio
- Repositories: 8
- Profile: https://github.com/lballabio
One of the administrators and lead developers of the QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Citation (CITATION.cff)
cff-version: 1.2.0 message: If you use this software, please cite it using these metadata. title: "QuantLib: a free/open-source library for quantitative finance" authors: - name: "The QuantLib contributors" url: "https://www.quantlib.org/" type: software doi: 10.5281/zenodo.1440997 license: BSD-3-Clause repository-code: "https://github.com/lballabio/QuantLib"
Committers
Last synced: 10 months ago
Top Committers
| Name | Commits | |
|---|---|---|
| Luigi Ballabio | l****o@g****m | 5,218 |
| Ferdinando Ametrano | n****o@a****t | 3,775 |
| klausspanderen | k****s@s****e | 860 |
| Peter Caspers | p****3@g****m | 738 |
| Marco Marchioro | m****r@u****t | 336 |
| François du Vignaud | f****1@u****t | 321 |
| Marcin Rybacki | m****2@g****m | 278 |
| Giorgio Facchinetti | g****a@u****t | 224 |
| Joseph Wang | d****e@u****t | 223 |
| RalfKonrad | g****b@e****e | 209 |
| siddharthmehrotra | s****4@g****m | 188 |
| github-actions[bot] | 4****] | 161 |
| Sadruddin Rejeb | s****b@u****t | 155 |
| Cristina Dominuco | c****o@u****t | 153 |
| Marco Bianchetti | m****i@u****t | 152 |
| Pepe | j****i@f****r | 119 |
| Mario Pucci | m****i@u****t | 116 |
| Mark Joshi | m****i@u****t | 115 |
| Jonathan Sweemer | s****r@g****m | 98 |
| Paul | d****r@p****m | 78 |
| Katiuscia Manzoni | k****i@u****t | 78 |
| Xcelerit Dev Team | g****b@x****m | 77 |
| Chiara Fornarola | c****a@u****t | 76 |
| lewwe | l****3@h****m | 73 |
| Fredrik Gerdin Börjesson | f****n@h****m | 72 |
| Paolo Mazzocchi | m****p@l****t | 67 |
| Eric Ehlers | e****s@n****e | 66 |
| Francois Botha | i****r@g****m | 57 |
| jackgillett101 | j****t@c****t | 56 |
| CompatibL | t****m@c****m | 56 |
| and 209 more... | ||
Committer Domains (Top 20 + Academic)
users.sf.net: 28
quaternionrisk.com: 4
eckel-consulting.de: 2
tmcbonds.com: 2
acadia.inc: 2
twosigma.com: 2
deloitte.de: 1
ucdconnect.ie: 1
kline.it: 1
piterdias.com: 1
me.com: 1
d-fine.de: 1
estrategy-solutions.com: 1
derivexperts.com: 1
bancaimi.com: 1
peter-thinkpad-w520.(none): 1
smarttra.de: 1
ukr.net: 1
amd.com: 1
bgcpartners.com: 1
herts.ac.uk: 1
mail.mcgill.ca: 1
rwth-aachen.de: 1
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 204
- Total pull requests: 566
- Average time to close issues: 6 months
- Average time to close pull requests: 11 days
- Total issue authors: 114
- Total pull request authors: 73
- Average comments per issue: 4.13
- Average comments per pull request: 2.55
- Merged pull requests: 434
- Bot issues: 0
- Bot pull requests: 96
Past Year
- Issues: 61
- Pull requests: 230
- Average time to close issues: about 1 month
- Average time to close pull requests: 5 days
- Issue authors: 40
- Pull request authors: 27
- Average comments per issue: 3.28
- Average comments per pull request: 1.6
- Merged pull requests: 163
- Bot issues: 0
- Bot pull requests: 46
Top Authors
Issue Authors
- tomwhoiscontrary (14)
- pcaspers (12)
- lballabio (9)
- eltoder (9)
- ralfkonrad (8)
- klin333 (8)
- qiubill (6)
- LZ1153 (5)
- bkhoor (4)
- HristoRaykov (3)
- paolodelia99 (3)
- elopezarb (3)
- sweemer (3)
- jongbongan (2)
- QuantAnalyst89 (2)
Pull Request Authors
- lballabio (129)
- github-actions[bot] (103)
- eltoder (90)
- sweemer (49)
- pcaspers (24)
- ralfkonrad (23)
- gbfredrik (22)
- paolodelia99 (18)
- PaulXiCao (17)
- auto-differentiation-dev (14)
- raneamri (12)
- dependabot[bot] (9)
- klausspanderen (9)
- wegamekinglc (8)
- jongbongan (8)
Top Labels
Issue Labels
stale (46)
help wanted (19)
in progress (4)
Pull Request Labels
stale (11)
dependencies (9)
in progress (3)
help wanted (1)
github_actions (1)
Packages
- Total packages: 4
- Total downloads: unknown
-
Total dependent packages: 1
(may contain duplicates) -
Total dependent repositories: 2
(may contain duplicates) - Total versions: 6
proxy.golang.org: github.com/lballabio/QuantLib
- Documentation: https://pkg.go.dev/github.com/lballabio/QuantLib#section-documentation
- License: other
-
Latest release: v1.31.1
published over 2 years ago
Rankings
Dependent packages count: 5.4%
Average: 5.6%
Dependent repos count: 5.8%
Last synced:
6 months ago
proxy.golang.org: github.com/lballabio/quantlib
- Documentation: https://pkg.go.dev/github.com/lballabio/quantlib#section-documentation
- License: other
-
Latest release: v1.31.1
published over 2 years ago
Rankings
Dependent packages count: 9.0%
Average: 9.6%
Dependent repos count: 10.2%
Last synced:
6 months ago
conda-forge.org: quantlib
The QuantLib project (https://www.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.
- Homepage: https://github.com/lballabio/QuantLib
- License: BSD-3-Clause
-
Latest release: 1.28
published over 3 years ago
Rankings
Forks count: 3.9%
Stargazers count: 5.9%
Average: 15.7%
Dependent repos count: 24.1%
Dependent packages count: 28.9%
Last synced:
6 months ago
conda-forge.org: quantlib-python
The QuantLib project (https://www.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.
- Homepage: https://github.com/lballabio/QuantLib
- License: BSD-3-Clause
-
Latest release: 1.26
published almost 4 years ago
Rankings
Forks count: 3.9%
Stargazers count: 5.9%
Average: 21.3%
Dependent repos count: 24.1%
Dependent packages count: 51.5%
Last synced:
6 months ago
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