Other languages and platforms

Official wrappers

QuantLib is available as a C#, Java, Python, R and Ruby module by means of SWIG.

QuantLibAddin exports a procedural interface to a number of platforms including Microsoft Excel (see the QuantLibXL site) and OpenOffice/LibreOffice Calc.

External projects

A modified QuantLib C++ library enabling adjoint automatic differentiation (AAD) is available from CompatibL at https://github.com/compatibl/QuantLibAdjoint.

The LibreOffice QuantLib Addin project, based on QuantLibAddin, exports QuantLib to Calc.

Idiomatic GNU R support is provided by means of RQuantLib by Dirk Eddelbuettel.

Deriscope is another project that aims at exporting QuantLib functionality to Excel.

An initial web API for QuantLib (also usable from Google Sheets) is available from quantra.io.

A project for porting QuantLib to C# has started as QLNet and is looking for developers.

The JQuantLib project is a Java port.

An alternative set of Python wrappers is provided in the PyQL project by Didrik Pinte and Patrick Henaff.

QuantLib.jl is a port of QuantLib to the Julia language. The project is in its initial stages and welcomes contributions.

An initial port to Rust is available from https://github.com/piquette/quantlib.

Bindings for Node.js are available from the quantlibnode project. Another (closed-source) JavaScript implementation is available as quantlib.js.

QLDDS is a project that allows the functionality of the QuantLibAddin for C++ to be distributed via OpenDDS across multiple computers running different operating systems.

Other projects aim at ports in a functional language. QuantHas targets the Haskell language, while Quantifa is written in F#; they are looking for developers. HQuantLib is another Haskell port. Cephei.QL wraps the C++ library so that it can be called from F#.

Niels Elken Sønderby has a page for the tentative Mathematica project QuantLibMma. Another unrelated Mathematica extension wrapping QuantLib functionality can be found at the Weber und Partner site.

Finally, the QuantLibD project is a port of QuantLib in the D programming language. The project is looking for developers.