QuantLib
This entry published by the Free Software Foundation.
QuantLib
http://quantlib.org/
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).
Documentation
http://quantlib.org/docs.shtml
Licensing
| License | Verified by | Verified on | Notes |
|---|---|---|---|
| BSD 3Clause | Ted Teah | 2454103.53 January 2007 |
Leaders and contributors
| Contact(s) | Role |
|---|---|
 Ferdinando Ametrano | Maintainer |
| Many | Contributor |
| see the manual | Contributor |
Resources and communication
| Audience | Resource type | URI |
|---|---|---|
| Bug Tracking | VCS Repository Webview | http://sourceforge.net/tracker/?group_id=12740&atid=112740 |
| Developer | Mailing List Info/Archive | http://lists.sourceforge.net/mailman/listinfo/quantlib-dev |
| Support | Mailing List Info/Archive | http://lists.sourceforge.net/mailman/listinfo/quantlib-users |
Software prerequisites
Click here if you'd like to report a problem or make a suggestion that could
This entry (in part or in whole) was last reviewed on 3 January 2007.
Problem with this listing?
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the page “GNU Free Documentation License”.
The copyright and license notices on this page only apply to the text on this page. Any software described in this text has its own copyright notice and license, which can usually be found in the distribution itself.
This page was last modified on 12 April 2011, at 14:29.