QuantLib A free/open-source library for quantitative finance.
QLNet C# library official repository.
QLNet is a financial library written in C# for the Windows enviroment derived primarily from its C++ counterpart, Quantlib, which has been used as a base reference for modelling various financial instruments. QLNet also contains new developments on the bond market like MBS, Amortized Cost, PSA Curve and others.
JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
It provides “quants” and Java application developers several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments.
JQuantLib is based on QuantLib, a well known open-source library for quantitative finance, written in C++. JQuantLib aims to be a complete rewrite of QuantLib, offering features Java developers expect to find. It aims to be fast, correct, strongly typed, well-documented, and user-friendly.
JQuantLib does its best to mimic QuantLib/C++ API as close as possible. This way, JQuantLib offers a smooth transition path for developers and organizations willing to write financial applications in Java, but keeping previous knowledge and investments done on QuantLib.