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QuantLib is the most successful open source project for quantitative finance in the world. Created by StatPro, it provides financial pricing libraries and tools for building pricing functions.Download our whitepaper on Liquidity Risk

Our risk management module and complex assets pricing service, have been built around QuantLib and we have created an additional layer of pricing functions, available in QuantLib2

Certified QuantLib

In the past clients have contacted us because they wanted to use QuantLib but their IT policy did not permit the use of open source software in production platforms. They needed a "certified" version of QuantLib, free of mal-ware and guaranteed by a professional operator. At the same time, they wanted to have our support and access our consultancy services for integrating QuantLib inside their software environment.

Following this market need, StatPro has started offering a "Certified QuantLib" version. The product is an adapted version of QuantLib, modified by StatPro in order to meet the client requirements of reliability, stability and absence of mal-ware or malicious software potentially dangerous in a production environment. Additionally the purchase of Certified QuantLib opens the doors to our quantitative consulting services and the support of some of the founders and creators of QuantLib.

QuantLib2

StatPro covers in its risk management and complex asset pricing offering more than 250 pricing functions. These pricing functions have been created using QuantLib tools but are not available in it: they are part of a StatPro's proprietary library called QuantLib2.

StatPro has selectively sold in the past its pricing library QuantLib2. The library gives the user access to a complete universe of pricing functions covering every asset class from equity, fx, interest rate-linked products to mortgage-backed securities.

See all pricing functions

StatPro Portfolio Analysis and Asset Valuation