Quantlib

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Description

QuantLib website  

QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. It provides tools that enable sophisticated calculations for financial quantitative analysis and derivatives pricing.

Environment Modules

Run module spider quantlib to find out what environment modules are available for this application.
Run module load quantlib to load the QuantLib module.


System Variables

  • HPC_QUANTLIB_DIR - installation directory
  • HPC_QUANTLIB_BIN - executable directory