Other languages and platforms

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. The LibreOffice QuantLib Addin project also exports QuantLib to Calc.

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

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

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

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 aims at a 100% Java port. At this time, it provides about 65% of QuantLib 0.9.7.

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.

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.

QuantLib was integrated into Ceemple, a solution enabling rapid C++ based technical computing via an optimizing Just-In-Time compiler.

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.