Free Software Foundation!

Join now

QuantLib

From Free Software Directory
 
Jump to: navigation,
[edit]

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


Download

Download version 0.3.14 (stable)
released on 6 November 2006

VCS Checkout

pserver:anonymous@quantlib.cvs.sourceforge.net:/cvsroot/quantlib

Categories




Licensing

LicenseVerified byVerified onNotes
BSD 3ClauseTed Teah3 January 2007



Leaders and contributors

Contact(s)Role
Ferdinando Ametrano Maintainer
ManyContributor
see the manualContributor


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

This entry (in part or in whole) was last reviewed on 3 January 2007.



Entry



























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 or copyright-licenses or other similar notices described in this text has its own copyright notice and license, which can usually be found in the distribution or license text itself.


Personal tools
Namespaces

Variants
Actions
Navigation
Contribute