Difference between revisions of "QuantLib"
(Created page with "{{Entry |Name=QuantLib |Short description=Library for quantative finance calculations |Full description=QuantLib is a library for detailed and advanced quantative finance calcula...") |
(New version) |
||
| Line 3: | Line 3: | ||
|Short description=Library for quantative finance calculations | |Short description=Library for quantative finance calculations | ||
|Full description=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). | |Full description=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). | ||
| + | |Homepage URL=http://quantlib.org/ | ||
|User level=none | |User level=none | ||
| − | |||
| − | |||
| − | |||
|VCS checkout command=pserver:anonymous@quantlib.cvs.sourceforge.net:/cvsroot/quantlib | |VCS checkout command=pserver:anonymous@quantlib.cvs.sourceforge.net:/cvsroot/quantlib | ||
|Computer languages=C++ | |Computer languages=C++ | ||
|Documentation note=http://quantlib.org/docs.shtml | |Documentation note=http://quantlib.org/docs.shtml | ||
| − | |||
| − | |||
| − | |||
| − | |||
| − | |||
|Keywords=stock market,quantative finance,quants | |Keywords=stock market,quantative finance,quants | ||
| − | | | + | |Version identifier=1.9.1 |
| − | |Last review by= | + | |Version date=2017/01/05 |
| − | |Last review date= | + | |Version status=stable |
| + | |Version download=https://sourceforge.net/projects/quantlib/files/QuantLib/1.9.1/QuantLib-1.9.1.tar.gz/download | ||
| + | |Version comment=1.9.1 released on 2017-01-05 | ||
| + | |Last review by=Alejandroindependiente | ||
| + | |Last review date=2017/02/13 | ||
|Submitted by=Database conversion | |Submitted by=Database conversion | ||
|Submitted date=2011-04-01 | |Submitted date=2011-04-01 | ||
| − | | | + | |Status= |
| − | | | + | |Is GNU=No |
| − | | | + | |License verified date=2007-01-03 |
| − | | | + | }} |
| + | {{Project license | ||
| + | |License=BSD_3Clause | ||
| + | |License verified by=Ted Teah | ||
|License verified date=2007-01-03 | |License verified date=2007-01-03 | ||
| − | |||
}} | }} | ||
{{Person | {{Person | ||
| + | |Real name=Ferdinando Ametrano | ||
|Role=Maintainer | |Role=Maintainer | ||
| − | |||
|Email=nando@users.sourceforge.net | |Email=nando@users.sourceforge.net | ||
|Resource URL= | |Resource URL= | ||
}} | }} | ||
{{Person | {{Person | ||
| + | |Real name=Many | ||
|Role=Contributor | |Role=Contributor | ||
| − | |||
| − | |||
|Resource URL= | |Resource URL= | ||
}} | }} | ||
{{Person | {{Person | ||
| + | |Real name=see the manual | ||
|Role=Contributor | |Role=Contributor | ||
| − | |||
| − | |||
|Resource URL= | |Resource URL= | ||
}} | }} | ||
| Line 64: | Line 61: | ||
|Interface=library | |Interface=library | ||
}} | }} | ||
| − | {{ | + | {{Featured}} |
| − | |||
| − | |||
| − | |||
| − | }} | ||
Latest revision as of 13:19, 13 February 2017
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).
Download
https://sourceforge.net/projects/quantlib/files/QuantLib/1.9.1/QuantLib-1.9.1.tar.gz/download
Categories
Licensing
License
Verified by
Verified on
Notes
Leaders and contributors
| Contact(s) | Role |
|---|---|
| Many | Contributor |
| see the manual | Contributor |
| Ferdinando Ametrano | Maintainer |
Resources and communication
| Audience | Resource type | URI |
|---|---|---|
| Support | Mailing List Info/Archive | http://lists.sourceforge.net/mailman/listinfo/quantlib-users |
| Developer | Mailing List Info/Archive | http://lists.sourceforge.net/mailman/listinfo/quantlib-dev |
| Bug Tracking | VCS Repository Webview | http://sourceforge.net/tracker/?group_id=12740&atid=112740 |
Software prerequisites
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.