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Diffstat (limited to 'libraries/QuantLib/README')
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diff --git a/libraries/QuantLib/README b/libraries/QuantLib/README new file mode 100644 index 0000000000..d5b0e2abbe --- /dev/null +++ b/libraries/QuantLib/README @@ -0,0 +1,21 @@ +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. |