C++ – Financial library for C/C++


Do you know of a good open source financial library written in C (preferably) or C++?

I already looked at Quantlib, which seems too complicated for me, since I just want some basic computations (total cost of credit, all in-cost credit rate…)

Thank you very much!

Best Solution

When programming for financial derivatives, I absolutely loved Bernt Arne Ƙdegaard's resource here:


It probably has what you want, and then some. If it doesn't, I have to agree with James Black.