Project overview

The QuantLib project is at this time in beta status.

The following list is a (possibly outdated) overview of the existing code base.

The QuantLib-users and QuantLib-dev mailing lists are the preferred forum for proposals, suggestions and contributions regarding the future development of the library.

Date, calendars, and day count conventions

To do:

Math

To do:

1-dimensional solvers

To do:

Optimization

Random-number generation

Patterns

Finite differences

To do:

Lattices

To do:

Monte Carlo

To do:

Pricing engines

To do:

Pricers

Financial Instruments

Yield term structures

To do:

Volatility

To do:

Short rate models

Credit derivatives

To do:

Test suite

Implemented by means of the Boost unit-test framework. More than 270 automated tests. A semi-automatically-generated list is available here.

To do:

Miscellanea

To do:

Documentation

To do: