QuantLib 0.8.1

Date Added: May 10, 2013 | Visits: 472

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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.<br /><br />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. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details.

Requirements: No special requirements

Platforms: Windows, Mac, *nix, Mac OSX, Linux, C/C++ , BSD Solaris

Keyword: Finance, Monte Carlo Simulation, Quantitative, Quantitative Finance, Risk, Risk Management

Users rating: 0/10

License: Freeware

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