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@@ -248,6 +248,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/yellowbean/AbsBox">AbsBox</a> - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).</li>
 <li><a href="https://github.com/akashaero/Intrinsic-Value-Calculator">Intrinsic-Value-Calculator</a> - A Python tool for quick calculations of a stock’s fair value using Discounted Cash Flow analysis.</li>
 <li><a href="https://github.com/deltaray-io/kelly-criterion">Kelly-Criterion</a> - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr’s formula.</li>
+<li><a href="https://github.com/attack68/rateslib">rateslib</a> - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.</li>
 </ul>
 </section>
 <section id="indicators" class="level3">
@@ -508,7 +509,7 @@ ul.task-list li input[type="checkbox"] {
 <section id="financial-instruments-and-pricing-1" class="level3">
 <h3 class="anchored" data-anchor-id="financial-instruments-and-pricing-1">Financial Instruments and Pricing</h3>
 <ul>
-<li><a href="http://dirk.eddelbuettel.com/code/rquantlib.html">RQuantLib</a> - RQuantLib connects GNU R with QuantLib.</li>
+<li><a href="https://github.com/eddelbuettel/rquantlib">RQuantLib</a> - RQuantLib connects GNU R with QuantLib.</li>
 <li><a href="https://cran.r-project.org/web/packages/quantmod/index.html">quantmod</a> - Quantitative Financial Modelling Framework.</li>
 <li><a href="https://www.rmetrics.org">Rmetrics</a> - The premier open source software solution for teaching and training quantitative finance.
 <ul>
@@ -630,7 +631,7 @@ ul.task-list li input[type="checkbox"] {
 <h2 class="anchored" data-anchor-id="java">Java</h2>
 <ul>
 <li><a href="http://strata.opengamma.io/">Strata</a> - Modern open-source analytics and market risk library designed and written in Java.</li>
-<li><a href="http://www.jquantlib.org">JQuantLib</a> - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.</li>
+<li><a href="https://github.com/frgomes/jquantlib">JQuantLib</a> - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.</li>
 <li><a href="http://finmath.net">finmath.net</a> - Java library with algorithms and methodologies related to mathematical finance.</li>
 <li><a href="https://github.com/lsgro/quantcomponents">quantcomponents</a> - Free Java components for Quantitative Finance and Algorithmic Trading.</li>
 <li><a href="https://lakshmidrip.github.io/DRIP">DRIP</a> - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.</li>
@@ -694,16 +695,17 @@ ul.task-list li input[type="checkbox"] {
 <section id="cpp" class="level2">
 <h2 class="anchored" data-anchor-id="cpp">CPP</h2>
 <ul>
+<li><a href="https://github.com/lballabio/QuantLib">QuantLib</a> - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.</li>
 <li><a href="https://github.com/rburkholder/trade-frame">TradeFrame</a> - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in <a href="https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions">Option Greeks/IV</a> calculation library.</li>
 </ul>
 </section>
 <section id="frameworks-1" class="level2">
 <h2 class="anchored" data-anchor-id="frameworks-1">Frameworks</h2>
 <ul>
-<li><a href="https://www.quantlib.org">QuantLib</a> - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
+<li><a href="https://github.com/lballabio/QuantLib">QuantLib</a> - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
 <ul>
-<li><a href="http://www.jquantlib.org">JQuantLib</a> - Java port.</li>
-<li><a href="http://dirk.eddelbuettel.com/code/rquantlib.html">RQuantLib</a> - R port.</li>
+<li><a href="https://github.com/frgomes/jquantlib">JQuantLib</a> - Java port.</li>
+<li><a href="https://github.com/eddelbuettel/rquantlib">RQuantLib</a> - R port.</li>
 <li><a href="https://www.quantlib.org/quantlibaddin/">QuantLibAddin</a> - Excel support.</li>
 <li><a href="https://www.quantlib.org/quantlibxl/">QuantLibXL</a> - Excel support.</li>
 <li><a href="https://github.com/amaggiulli/qlnet">QLNet</a> - .Net port.</li>
@@ -785,6 +787,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/lingyixu/Quant-Finance-With-Python-Code">Quant-Finance-With-Python-Code</a> - Repo for code examples in Quantitative Finance with Python by Chris Kelliher</li>
 <li><a href="https://github.com/JoaoJungblut/QuantFinanceTraining">QuantFinanceTraining</a> - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.</li>
 <li><a href="https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization">Statistical-Learning-based-Portfolio-Optimization</a> - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).</li>
+<li><a href="https://github.com/attack68/book_irds3">book_irds3</a> - Code repository for Pricing and Trading Interest Rate Derivatives.</li>
 </ul>