Quantlib Alternatives

C

carsonsa

I am looking for alternatives to Quantlib. It is a great library but a bit of overkill for what I actually need - just pricing vanila options (with closed form and binomial/trinomial tree), interest rate swaps and cross currency swaps.

I also don't like the SWIG wrappers of Quantlib and prefer a python or .NET native library, also need the library to be open-source.

Any suggestions?
 
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