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QuantLib is an open-source library for quantitative finance, primarily used for modeling, trading, and risk management in financial markets. It is written in C++ and provides a comprehensive suite of tools for quantitative analysis, including: - **Interest rate models**: Facilities for modeling and analyzing interest rate derivatives. - **Options pricing models**: Various methodologies for pricing different types of options, including European, American, and exotic options.

Ancestors (5)

  1. Mathematical finance
  2. Applied mathematics
  3. Fields of mathematics
  4. Mathematics
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