QuantLib

Category: C & C++ - Software Development

The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. The QuantLibAddin/QuantLibXL project uses ObjectHandler to export an object-oriented QuantLib interface to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc. QuantLib offers tools that are useful both for practical implementation and for advanced modeling, with features such as market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on. Date: 11 January, 2012


Quantitative Finance - Risk Management - Monte Carlo Simulation - Quantitative - Finance - Risk

Homepage: http://sourceforge.net

Developer: SourceForge.net

License: Freeware

Operating System: Windows, Linux, Mac OS, BSD, Solaris

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