QuantLib

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QuantLib

http://quantlib.org/
Library for quantative finance calculations

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 1.9.1 (stable)
released on 5 January 2017

VCS Checkout

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

Categories




Licensing

LicenseVerified byVerified onNotes
License:BSD 3ClauseTed Teah3 January 2007



Leaders and contributors

Contact(s)Role
Ferdinando Ametrano Maintainer
Many Contributor
see the manual Contributor


Resources and communication

AudienceResource typeURI
Bug TrackingVCS Repository Webviewhttp://sourceforge.net/tracker/?group_id=12740&atid=112740
DeveloperMailing List Info/Archivehttp://lists.sourceforge.net/mailman/listinfo/quantlib-dev
SupportMailing List Info/Archivehttp://lists.sourceforge.net/mailman/listinfo/quantlib-users


Software prerequisites

This entry (in part or in whole) was last reviewed on 13 February 2017.



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