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From: Ferdinando A. <fer...@am...> - 2000-12-11 13:31:21
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The QuantLib project (http://quantlib.sourceforge.net/) is aimed to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard free/open-source library to quantitative analysts and developers for modelling, trading, and risk management in real-life. The core library is written in C++ and currently exported as a Python module. Modules are planned for other scripting languages, Excel, MatLab, etc. QuantLib plans to offer tools that are useful for both practical implementation, with features such as market conventions, solvers, PDEs, etc., and advanced modelling, e.g., exotic options and interest rate models. QuantLib is for academics and practitioners. The project is in alpha status, not ready for end-users yet but the time is right for major contributions to the design and the code base. Please consider joining one of the available mailing lists: quantlib-announce http://lists.sourceforge.net/mailman/listinfo/quantlib-announce quantlib-dev http://lists.sourceforge.net/mailman/listinfo/quantlib-dev quantlib-users http://lists.sourceforge.net/mailman/listinfo/quantlib-users quantlib-cvs http://lists.sourceforge.net/mailman/listinfo/quantlib-cvs More details at the web site http://quantlib.sourceforge.net/ Ferdinando Ametrano (fer...@am...) Luigi Ballabio (lui...@ri...) Marco Marchioro (mar...@ri...) |