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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.
+
+QuantLib is written in C++ with a clean object model, and is then
+exported to different languages such as Python, Ruby, and Scheme. An
+initial Excel add-in is also available. There are ports to the .NET
+framework in C# (http://www.quantlib.net" and
+http://www.capetools.net/). Bindings to other languages (including
+Java), and porting to ddd, 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.
+
+QuantLib requires Boost, which is also available from SlackBuilds.org.