finmath-lib
by finmath · GitHub
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
# finmath-lib# java# mathematical-modelling# monte-carlo-simulation
⭐ Stars
580
🍴 Forks
174
📜 License
Apache-2.0
Commercial use OK📅 Created
2013
🔄 Last commit
1 mo ago
🏷️ Category
finmath-lib
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📈 Star history
2026-07-202026-07-22
📄 About
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
❓ Frequently asked questions
What is finmath-lib?
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
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finmath-lib is an open-source project. It is released under the Apache-2.0 license.
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Yes. finmath-lib is free and open source — you can use, modify and self-host it.
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