15447 2001-06-19 13:03:46 2007-06-05 14:58:50 quantlib QuantLib A C++ library for financial quantitative analysts and developers. QuantLib is a cross-platform, quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. It is also wrapped as Python/Ruby/Scheme modules. Extensions for Excel, R, and Mathematica are available. Other such extensions are under consideration. QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on. 227.09 0.04 1955 1132.65 1.84 2870 8.50 2 289 34 Default http://freshmeat.net/projects/quantlib/ http://freshmeat.net/redir/quantlib/16091/url_homepage/ http://freshmeat.net/redir/quantlib/16091/url_tgz/ http://freshmeat.net/redir/quantlib/16091/url_zip/ http://freshmeat.net/redir/quantlib/16091/url_cvs/ BSD License (original) 0.8.1 255084 2007-06-05 21:58:50 Ferdinando Ametrano http://freshmeat.net/~ametrano/ Owner Jens Thiel http://freshmeat.net/~stochastix/ admin 1023 3 78 235 165 178 97 10 2 187 892 188 75 77 809 912 955 835 242 15