Using QuantBoost Instructions

This library envisions the creation of BOOST based algorithms and multithreading support, based on Wiley C++ Derivatives as well as quant fund methodologies, and finaly will include live stock quotes and historical data retreival.

The end result will be a graphical interface, allowing to price derivatives, build strategies, manage portfolios.

The end result may be distributed in academia, competing with other software that are not currently free of charge.

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