QuantSupport
github.com/jmelo11/quantsupport- Category
- Developer Tools
- Rank
- No. 1451Tools index
Previous survey · No. 1424 ·
- Type
- TOOL
- Use case
- Business & Commerce
- GitHub
- 27 stars
- Latest release
- v0.1.19
- Date
About
QuantSupport is a Rust quant library covering curve construction, simulation, and risk analytics across equity, rates, FX, and fixed-income asset classes. It uses automatic differentiation throughout to compute risk sensitivities for real trading setups, and includes an XVA engine plus a scripting language for structuring complex payoffs, with a companion example repo showing LLMs using its scripting features for pricing.
Why it made the leaderboard
Offers financial engineers a production-oriented Rust risk/pricing library built on automatic differentiation for real sensitivities, an area usually locked behind proprietary vendor systems.
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Editorially curated, with community endorsements as a secondary signal. Corrections welcome.