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

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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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.