QuantLibXL exports the functionality of the QuantLib C++ analytics library to Microsoft Excel.

The project comprises

  • A compiled Excel Addin (an XLL)
  • End user documentation
  • Example workbooks

The addin implements 1,114 functions in support of market data and pricing for a variety of instruments including bonds, options, swaps, swaptions, and caps/floors.

QuantLibXL is the Excel implementation of QuantLibAddin which supports the same interface on a variety of other platforms. QuantLibAddin includes downloads and tutorials for compiling addins from source code for all environments including QuantLibXL.


QuantLibXL is a subproject of QuantLib and shares the QuantLib project structure with regard to distribution and licensing. The mailing list for QuantLibXL is quantlib-users@lists.sf.net. The list archives may be searched here.