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QuantLib 0.4.0 released

QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.

Version 0.4.0 has been released and is available for download at <>.
See <> for a summary of the changes since version 0.3.14.

QuantLib depends on the Boost library ( You will need a working Boost installation in order to compile and use QuantLib. Boost 1.31 or later is required; Boost 1.33.1 is suggested. Instructions for installing Boost from sources are available at <>.
Pre-packaged binaries might be available from other sources. Google is your friend (or Debian, or Fink...)

Version 0.4.0 no longer supports the Borland free compiler 5.5 and Microsoft Visual C++ 6.0. If you use one of these compilers and want support to continue, you can volunteer for maintaining the necessary patches: contact the QuantLib developers for information.

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib 0.4.0 as well as experimental Java, C#, Perl, OCaml, and R bindings; an Excel add-in is also provided. Instructions for download are at <>.

Please log any problems you have with this release in the SourceForge bug tracker at <> specifying that you're using QuantLib 0.4.0.

Posted by Luigi Ballabio 2007-02-20