*Open Source for Capital Markets and Beyond*

**What is our Goal? **

Quickly and convincingly build the go-to non-profit open source foundation for financial markets. Significantly, we will seed this foundation with world-beating code contributions from known open-source heavyweights and founding partners, and fund a small world-class dev team that also produces and/or extends reference software in key areas of interest to financial markets, that is convincingly better than industry alternatives and helps us avoid re-building the same things, at a lower quality level, again and again. The goal of the team is to produce results in a reasonable period, that attracts both wide industry adoption, and contributions from the best open source community and the financial industry. Part of our charter will be to assist partners in putting in place great examples of open-source governance and participation, and to help our industry more productively engage with open source, and use it for better client value and competitive benefit.

]]>- 3.1. I'm having trouble building Boost.
- 3.2. I'm having trouble building QuantLib with MinGW.
- 3.3. When building QuantLib, I get a compile error about a missing boost/something header.
- 3.4. When building the test-suite, I encounter a linking error about libboost_unit_test_framework-xxx.
- 3.5. But I have no such library on my machine!
- 3.6. Ok, now I have the library; and the library path is set correctly. But I still cannot link!
- 3.7. I'm having trouble building QuantLib with the Sun Studio 11 compiler.
- 3.8. I'm having trouble building QuantLib with the Visual C++ 7.1 compiler (a.k.a Visual C++ .NET.)

This webpage provides Java Applets to calculate the price of complex financial options, using the Monte Carlo technique, Binary Trees, among others.

The source code written in Java and C++, together with information about the structure of classes is available. The programs have been written following the Object Oriented Paradigms.

Check this table, with option pricing applets.

]]>Quantian is a remastering of Knoppix, the self-configuring and directly bootable cdrom/dvd that turns any pc or laptop (provided it can boot from cdrom/dvd) into a full-featured Linux workstation. Quantian also incorporates clusterKnoppix and adds support for openMosix, including remote booting of light clients in an openMosix terminal server context. Earlier releases are still available; see below for URLs for downloads as well as ordering information.

]]>QFF is an open source project supported by the Bielefeld University. Its source code is avaliable at sourceforge, one of the largest open source repositories of the world wide web.

]]>The source code is copyright of ISDA and available under an Open Source license.

**Background**

As the CDS market evolves to trade single name contracts with a fixed coupon and upfront payment, it is critical for CDS investors to match the upfront payment amounts and to be able to translate upfront quotations to spread quotations and vice versa in a standardized manner.

One of the primary goals in making the code available is to enhance transparency and to optimize use of standard technology for CDS pricing. Implementing the ISDA CDS Standard Model and using the agreed standard input parameters will allow CDS market participants to tie out calculations and thus improve consistency and reduce operational differences downstream.

- Linear algebra (direct algorithms, EVD/SVD)
- Solvers (linear and nonlinear)
- Interpolation
- Optimization
- Fast Fourier transforms
- Numerical integration
- Linear and nonlinear least-squares fitting
- Ordinary differential equations
- Special functions
- Statistics (descriptive statistics, hypothesis testing)
- Data analysis (classification/regression, including neural networks)
- Multiple precision versions of linear algebra, interpolation optimization and others algorithms (using MPFR for floating point computations)