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This entry published by the Free Software Foundation.
| QuantLib |
| Computer languages | C++ + |
|---|---|
| Documentation note | http://quantlib.org/docs.shtml |
| Full description | QuantLib is a library for detailed and adv … 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). ython, GNU R, Ruby, and Scheme (via SWIG). |
| Homepage URL | http://quantlib.org/ + |
| Interface | library + |
| Is GNU | false + |
| Keywords | stock market + , quantative finance + , quants + |
| Last review by | Kevin Ryde + |
| Last review date | 3 January 2007 + |
| License | BSD 3Clause + |
| License verified by | Ted Teah + |
| License verified date | 3 January 2007 + |
| Name | QuantLib + |
| Real name | Ferdinando Ametrano + , Many + , see the manual + |
| Resource URL | http://sourceforge.net/tracker/?group_id=12740&atid=112740 + , http://lists.sourceforge.net/mailman/listinfo/quantlib-dev + , http://lists.sourceforge.net/mailman/listinfo/quantlib-users + |
| Resource audience | Bug Tracking + , Developer + , Support + |
| Resource kind | VCS Repository Webview + , Mailing List Info/Archive + |
| Revisionid | 4,985 + |
| Revisiontimestamp | 12 April 2011 14:29:30 + |
| Revisionuser | WikiSysop + |
| Role | Maintainer + , Contributor + |
| Short description | Library for quantative finance calculations + |
| Submitted by | Database conversion + |
| Submitted date | 1 April 2011 + |
| User level | none + |
| VCS checkout command | pserver:anonymous@quantlib.cvs.sourceforge.net:/cvsroot/quantlib + |
| Version comment | 0.3.14 released on 2006-11-06 |
| Version date | 6 November 2006 + |
| Version download | http://downloads.sourceforge.net/quantlib/QuantLib-0.3.14.tar.gz + |
| Version identifier | 0.3.14 + |
| Version status | stable + |
| Modification dateThis property is a special property in this wiki. | 25 May 2012 01:20:27 + |
| Page has default formThis property is a special property in this wiki. | Entry + |
| EmailThis property is a special property in this wiki. | nando@users.sourceforge.net + |
| hide properties that link here |
| QuantLib#7 + | License of |
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| QuantLib#1 + , QuantLib#2 + , QuantLib#3 + | Person of |
| QuantLib#4 + , QuantLib#5 + , QuantLib#6 + | Resource of |
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.