Quantitative Finance Library (QFLib)

NOTE: This is a new Work-In-Progress, will be updated frequently. This repo is superseding and being ported from my C++ library

Example data generated by QFLib

What is this project?

This repository contains a native Rust library QFLib, with a GUI application, QFEngine. These programs are the foundation for quantitative finance and statistical analysis, providing tools to work with financial data, analyse market trends, and develop complex financial models. The library can also be used in non-financial contexts, providing various mathematical functions not found in native libraries.

QFLib – A Library for Quantitative Finance Functions

QFLib is a comprehensive library written in Rust designed to provide statistical and financial functions to support the analysis of financial markets. It includes implementations for various quantitative finance models, ranging from simple statistical functions to other analysis tools and functions.

Key Features:

Statistical Functions: Includes various statistical tools, which can be applied to both financial and non-financial programs

Mathematical Functions: Provides various mathematical functions not included in the native Rust libraries, using optimised and efficient algorithms.

Financial Models: Will soon Implement standard quantitative finance models, such as Black-Scholes, Monte Carlo simulations, and interest rate modelling.

Pricing Tools: Tools for the pricing of derivatives, bonds, options, and other financial instruments.

Optimised for Performance: Written in Rust for high-performance computation, especially for large data sets and complex financial models.