QuantSupport
Rust-based quantitative finance library for derivatives pricing, curve
1 ratings4.32
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CategoryFinance
PlatformWeb
PricingFree
QuantSupport is a complete quantitative finance library written in Rust with Python bindings. It supports derivatives pricing, market data bootstrapping, risk factor simulations, automatic differentiation, and XVA calculations. It includes native and scripted financial instruments, various pricing engines, and scenario analysis capabilities.
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CategoryFinance
PlatformsWeb
PricingFree
AccountNot confirmed
ListedSeptember 2026
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