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QuantLib

QuantLib is a library for detailed and advanced quantative finance calculations for such things as exact pricing of bonds and derivatives, and hedging and risk assessment under various financial models. It's intended for use both by working quantative analysts (quants) and by researchers. The library is written in C++ and has bindings for several other languages, including Perl, Python, GNU R, Ruby, and Scheme (via SWIG).

Last updated 3 Jan, 2007


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BSD_3Clause

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0.3.14

0.3.14 released on 2006-11-06

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http://quantlib.org/docs.shtml

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