freshmeat.net: Project details for QuantLib

17:03 UTC

[Project]

QuantLib - Default branch

Section: Unix

Added: Tue, Jun 19th 2001 13:03 UTC (7 years, 1 month ago)

Updated: Tue, Jun 5th 2007 14:58 UTC (1 year, 1 month ago)

About:
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.

Author:
QuantLib Group <quantlib __dash__ dev __at__ lists __dot__ sourceforge __dot__ net> [contact developer]

Homepage:
http://quantlib.org/
Tar/GZ:
http://sourceforge.net/[..]iles.php?group_id=12740&package_id=11612
Zip:
http://sourceforge.net/[..]iles.php?group_id=12740&package_id=11612
CVS tree (cvsweb):
http://quantlib.cvs.sourceforge.net/

Trove categories: [change]
[Development Status] 4 - Beta
[Intended Audience] Developers, End Users/Desktop
[License] OSI Approved :: BSD License (original), OSI Approved :: BSD License (revised), OSI Approved :: GNU General Public License (GPL), OSI Approved :: MIT/X Consortium License
[Operating System] OS Independent
[Programming Language] C#, C++, Python, Ruby, Scheme
[Topic] Office/Business :: Financial, Office/Business :: Financial :: Investment, Office/Business :: Financial :: Spreadsheet, Scientific/Engineering, Software Development :: Libraries, Software Development :: Libraries :: Python Modules, Software Development :: Libraries :: Ruby Modules

Dependencies: [change]
No dependencies filed

Project admins: [change]
» Ferdinando Ametrano (Owner)
» Jens Thiel (admin)

» Rating: 8.50/10.00 (Rank N/A)
» Vitality: 0.03% (Rank 1824)
» Popularity: 1.79% (Rank 2931)

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   Record hits: 25,025
   URL hits: 10,665
   Subscribers: 33

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Branches

Branch Version Last release License URLs

Default 0.8.1 05-Jun-2007 BSD License (original)

Guile
Guile wrappers 0.3.8 30-Dec-2004 BSD License (original)

MzScheme
MzScheme wrappers 0.3.8 30-Dec-2004 BSD License (original)

Python 0.3.8 30-Dec-2004 BSD License (original)

QuantLib.NET
A port to the .NET framework. 0.3.1 04-Feb-2003 GNU General Public License (GPL)

Ruby 0.3.8 30-Dec-2004 BSD License (revised)