Download QuantLib

The latest QuantLib release is version 1.34 (April 24th, 2024).

Source packages for all platforms are available from GitHub in both zip and tar.gz format for QuantLib and QuantLib-SWIG. Compiling QuantLib requires a working Boost installation; Boost 1.48 or later is required, but a more recent version is suggested. Advanced users may want to configure the library with non-default settings.

There are no official binary packages, but volunteers provide them for a number of platforms. macOS users can use Homebrew or MacPorts. Debian users can find the latest version of the different QuantLib packages in the "unstable" (a.k.a. "Sid") distribution; see the Debian site for a list of available packages. Ubuntu users can use Dirk Eddelbuettel's PPA. Other Linux distributions might also package the library; check your sources. Users not wanting to wait for the library to be packaged may acquire QuantLib from the download link above.

QuantLib in Python

Wheels are available for all common platforms and a few less common ones. To install QuantLib in your (virtual) environment, run:

  pip install QuantLib==1.34

and add

  import QuantLib as ql

to your Python code.

QuantLib in C#

Starting from version 1.32, an experimental QuantLib package is available from NuGet. It should work on Windows and OS X, but it's not guaranteed to work on all Linux distributions; we'd be grateful for any reports, either of successes or failures. To add QuantLib to your projects, run:

  dotnet add package QuantLib --version 1.34.0

or use any of the other methods listed on the NuGet page, and add

  using QuantLib;

to your C# code.