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From: Ferdinando A. <fer...@am...> - 2002-05-06 07:51:16
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QuantLib-Ruby 0.3.0
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http://quantlib.org
QuantLib-Ruby is a SWIG wrap of QuantLib.
QuantLib is a free/open-source quantitative finance C++ library for
modeling, pricing, trading, and risk management in real-life. A tool for
derivatives and financial engineering.
Version 0.3.0 of the C++ library and the Ruby extension have been released.
What's new
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- in sync with QuantLib 0.3.0
- using old version of the library forbidden
- Extended Monte Carlo tests
URL: http://quantlib.org
License: BSD style
Ferdinando Ametrano (fer...@am...)
http://www.ametrano.net
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