Difference between revisions of "QuantLib"

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|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
|Status=Live
 
|Component programs=
 
|Homepage URL=http://quantlib.org/
 
 
|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
|Paid support=
 
|IRC help=
 
|IRC general=
 
|IRC development=
 
|Related projects=
 
 
|Keywords=stock market,quantative finance,quants
 
|Keywords=stock market,quantative finance,quants
|Is GNU=n
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|Version identifier=1.9.1
|Last review by=Kevin Ryde
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|Version date=2017/01/05
|Last review date=2007-01-03
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|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
|Version identifier=0.3.14
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|Status=
|Version date=2006-11-06
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|Is GNU=No
|Version status=stable
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|License verified date=2007-01-03
|Version download=http://downloads.sourceforge.net/quantlib/QuantLib-0.3.14.tar.gz
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}}
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{{Project license
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|License=BSD_3Clause
 +
|License verified by=Ted Teah
 
|License verified date=2007-01-03
 
|License verified date=2007-01-03
|Version comment=0.3.14 released on 2006-11-06
 
 
}}
 
}}
 
{{Person
 
{{Person
 +
|Real name=Ferdinando Ametrano
 
|Role=Maintainer
 
|Role=Maintainer
|Real name=Ferdinando Ametrano
 
 
|Email=nando@users.sourceforge.net
 
|Email=nando@users.sourceforge.net
 
|Resource URL=
 
|Resource URL=
 
}}
 
}}
 
{{Person
 
{{Person
 +
|Real name=Many
 
|Role=Contributor
 
|Role=Contributor
|Real name=Many
 
|Email=
 
 
|Resource URL=
 
|Resource URL=
 
}}
 
}}
 
{{Person
 
{{Person
 +
|Real name=see the manual
 
|Role=Contributor
 
|Role=Contributor
|Real name=see the manual
 
|Email=
 
 
|Resource URL=
 
|Resource URL=
 
}}
 
}}
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|Interface=library
 
|Interface=library
 
}}
 
}}
{{Project license
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{{Featured}}
|License=BSD_3Clause
 
|License verified by=Ted Teah
 
|License verified date=2007-01-03
 
}}
 

Latest revision as of 12:19, 13 February 2017

Reviews: 0 ... further results.

[edit]

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

https://sourceforge.net/projects/quantlib/files/QuantLib/1.9.1/QuantLib-1.9.1.tar.gz/download

version 1.9.1 (stable)
released on 5 January 2017




VCS Checkout

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

Categories





Licensing

License

Verified by

Verified on

Notes

Verified by

Ted Teah

Verified on

3 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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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.