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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.

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QuantLib Discussion

Owner: MoneyScience

Description:

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. 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.

Appreciated by quantitative analysts and developers, it is intended for academics and practitioners alike, eventually promoting a stronger interaction between them. 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.

Brief description: 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.

Tags: quantlib, c++, c#, objective caml, java, perl, python, gnu r, ruby, scheme, programming, computational finance

Website: http://quantlib.org/index.shtml

Activity

QuantLib Discussion wrote a new blog post titled QuantLib 1.2.1 released

QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. Version 1.2.1 has been released and is available for download at <http://quantlib.org/download.shtml>. It is a bug-fix release. Please log any problems you have with this release in the SourceForge bug tracker at <http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.2.1. The QuantLib group

3 days ago

QuantLib Discussion wrote a new blog post titled QuantLib 1.2.1 released

40 days ago

QuantLib Discussion wrote a new blog post titled QuantLib 1.2.1 released

QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.Version 1.2.1 has been released and is available for download at <http://quantlib.org/download.shtml>. It is a bug-fix release.Please log any problems you have with this release in the SourceForge bug tracker at <http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.2.1.The QuantLib group

251 days ago

QuantLib Discussion wrote a new blog post titled No such pipe, or this pipe has been deleted

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369 days ago

QuantLib Discussion wrote a new blog post titled QuantLib 1.2 released

QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.Version 1.2 has been released and is available for download at <http://quantlib.org/download.shtml>.Please log any problems you have with this release in the SourceForge bug tracker at <http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.2. The QuantLib group

390 days ago

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