From aed5cc8f90cd114a93add75427eed38c56400cd8 Mon Sep 17 00:00:00 2001 From: Aleksandar Samardzic Date: Tue, 11 May 2010 22:53:55 +0200 Subject: libraries/QuantLib: Added to 12.1 repository --- libraries/QuantLib/README | 21 +++++++++++++++++++++ 1 file changed, 21 insertions(+) create mode 100644 libraries/QuantLib/README (limited to 'libraries/QuantLib/README') 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. -- cgit v1.2.3