The Quantlab API
For Quantlab version 3.1.4107 and later.
Complete reference for extending Quantlab through Python, COM/Excel, and C++ interfaces.
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Introduction
Quantlab is a financial analytics platform with a built-in language (QLang) for instrument pricing, curve construction, risk analytics, and real-time trading. The Quantlab API lets you access all of Quantlab’s functionality from three external interfaces:
Interface |
Use case |
Complexity |
|---|---|---|
Python |
Scripting, research, data analysis, Jupyter notebooks |
Low |
COM / Excel |
Spreadsheet integration, VBA automation |
Medium |
C++ (QLL) |
High-performance plugins, custom object types |
High |
All three interfaces access the same underlying QLang function library – over 4000 functions, 551 classes, and 78 enums covering fixed income, derivatives, yield curves, risk, and real-time data.
