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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).
released on 5 January 2017
3 January 2007
Leaders and contributors
|see the manual||Contributor|
Resources and communication
|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|
This entry (in part or in whole) was last reviewed on 13 February 2017.
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