 | QuantLibModeling and risk management library |
| Download | |
QuantLib Ranking & Summary
Advertisement
QuantLib Tags
- Library risk management finance trade Component c++ library library management Management Library trade library risk management library derivative High Risk microsoft publisher viewer free download ibrower beastialitiy videos free quick office free avg free firewall free saxy film microsoft word 2009 net framework v2.0.50727 best free x Risk management software risk of ruin
QuantLib Description
A quantitative finance C++ Library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering. 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.
QuantLib Related Software