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finmath-lib

finmath-lib

by finmath · GitHub

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

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2026-07-202026-07-25
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Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

finmath-lib has 580 stars on GitHub. It has been forked 174 times. finmath-lib is written mainly in Java. It has been in active development since 2013. finmath-lib is available under the Apache-2.0 license. Its main topics are finmath-lib, java, mathematical-modelling, monte-carlo-simulation.

Frequently asked questions

What is finmath-lib?

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Is finmath-lib open source?

finmath-lib is an open-source project. It is released under the Apache-2.0 license.

Is finmath-lib free?

Yes. finmath-lib is free and open source — you can use, modify and self-host it.

What license does finmath-lib use?

finmath-lib is available under the Apache-2.0 license.

What language is finmath-lib written in?

finmath-lib is written mainly in Java.

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