quantlib-announce — Announcement list (very low traffic)

[QuantLib-announce] QuantLib 0.9.9 released

[Luigi B. <lui...@gm...>]

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

Version 0.9.9 has been released and is available for download at
<http://quantlib.org/download.shtml>.

This release will be the basis of the upcoming 1.0 release; therefore,
we ask the community to download and test it in order to find and fix
any existing bugs and shortcomings.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.9.9.

        The QuantLib group

[QuantLib-announce] QuantLibXL / ObjectHandler 0.9.7 Released

[Eric E. <eri...@na...>]

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
0.9.7 have been released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

QuantLibAddin
http://www.quantlibaddin.org

QuantLibAddin exports the QuantLib interface to a variety
of end user platforms including OpenOffice.Org Calc.

QuantLibXL
http://www.quantlibxl.org

QuantLibXL is the implementation of QuantLibAddin for
Microsoft Excel.  The QuantLibXL project includes a binary
release comprising a compiled Addin and example
workbooks.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed.  This
facilitates object orientation in procedural environments
such as spreadsheets.

gensrc
http://www.gensrc.org
gensrc is a python application which takes function metadata
and autogenerates addin source code for various platforms
including Excel, Calc, and C++.

        The QuantLib group

[QuantLib-announce] QuantLib 0.9.7 released

[Luigi B. <lui...@gm...>]

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

Version 0.9.7 has been released and is available for download at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.9.7.

        The QuantLib group

[QuantLib-announce] QuantLibXL / ObjectHandler 0.9.6 Released

[Eric E. <eri...@na...>]

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
0.9.6 have been released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

QuantLibAddin
http://www.quantlibaddin.org

QuantLibAddin exports the QuantLib interface to a variety
of end user platforms including OpenOffice.Org Calc.

QuantLibXL
http://www.quantlibxl.org

QuantLibXL is the implementation of QuantLibAddin for
Microsoft Excel.  The QuantLibXL project includes a binary
release comprising a compiled Addin and example
workbooks.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed.  This
facilitates object orientation in procedural environments
such as spreadsheets.

gensrc
http://www.gensrc.org
gensrc is a python application which takes function metadata
and autogenerates addin source code for various platforms
including Excel, Calc, and C++.

        The QuantLib group

[QuantLib-announce] QuantLib 0.9.6 released

[Luigi B. <lui...@gm...>]

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

Version 0.9.6 has been released and is available for download at
<http://quantlib.org/download.shtml>. It is a bug-fix release for the
short-lived version 0.9.5; see News.txt for details.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.9.6.

        The QuantLib group

[QuantLib-announce] QuantLib 0.9.5 released

[Luigi B. <lui...@gm...>]

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

Version 0.9.5 has been released and is available for download at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.9.5.

        The QuantLib group

[QuantLib-announce] QuantLibXL / ObjectHandler 0.9.0 Released

[Eric E. <eri...@na...>]

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
0.9.0 have been released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

QuantLibAddin
http://www.quantlibaddin.org

QuantLibAddin exports the QuantLib interface to a variety
of end user platforms including OpenOffice.Org Calc.

QuantLibXL
http://www.quantlibxl.org

QuantLibXL is the implementation of QuantLibAddin for
Microsoft Excel.  The QuantLibXL project includes a binary
release comprising a compiled Addin, documentation, and
related workbooks.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed.  This
facilitates object orientation in procedural environments
such as spreadsheets.

gensrc
http://www.gensrc.org

gensrc is a python application which takes function metadata
and autogenerates addin source code for various platforms
including Excel, Calc, and C++.

        The QuantLib group

[QuantLib-announce] QuantLib 0.9.0 released

[Luigi B. <lui...@gm...>]

Ho, ho, ho!

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

Version 0.9.0 is coming to town and is available for download at
<http://quantlib.org/download.shtml>.

You better not cry and you better not pout, but please log any problems 
you have with this release in the SourceForge bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.9.0.

Merry Christmas,

         The QuantLib group

[QuantLib-announce] QuantLib 0.8.1 released

[Luigi B. <lui...@gm...>]

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

Version 0.8.1 has been released and is available for download at
<http://quantlib.org/download.shtml>.

Version 0.8.1 adds support for Boost 1.34 on Linux systems. If you are
using version 0.8.0 on Windows systems, you do not need this upgrade.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying
that you're using QuantLib 0.8.1.

        The QuantLib group

[QuantLib-announce] QuantLibXL/ObjectHandler 0.8.0 Released

[eric e. <eri...@gm...>]

QuantLibXL and ObjectHandler version 0.8.0 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into spreadsheets and
other end user tools requires a standalone ObjectHandler component, a
repository allowing objects to be stored, shared, updated, interrogated, and
destroyed.

QuantLibXL
http://www.quantlibxl.org
http://www.quantlibaddin.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined in XML
metadata from which Python application gensc generates source code for
supported platforms including Microsoft Excel and OpenOffice.Org Calc.

QuantLibXL is the implementation of QuantLibAddin for Microsoft Excel.  The
QuantLibXL project includes a binary release comprising a compiled Addin and
related spreadsheets.

        The QuantLib group

[QuantLib-announce] QuantLib 0.8.0 released

[Luigi B. <lui...@gm...>]

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

Version 0.8.0 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html> for a summary of the
changes since version 0.4.0.

QuantLib depends on the Boost library (<http://boost.org>). You will
need a working Boost installation in order to compile and use QuantLib.
Instructions for installing Boost are available at
<http://www.boost.org/more/getting_started.html>. Boost 1.31 or later is
required; Boost 1.33.1 is suggested. Boost 1.34.0 is not yet supported
on Linux systems due to changes in its unit-test framework.

Version 0.8.0 is the last QuantLib release to support the Metrowerks
CodeWarrior compiler (which was discountinued by Metrowerks.)  If you
use such compiler 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
0.8.0 as well as experimental Java, C#, Perl, OCaml, and R bindings; an
Excel add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying
that you're using QuantLib 0.8.0.

        The QuantLib group

[QuantLib-announce] QuantLib-SWIG 0.4.1 released

[Luigi B. <lui...@gm...>]

QuantLib-SWIG 0.4.1 has been released. This release works with QuantLib
0.4.0 and fixes a bug in QuantLib-SWIG 0.4.0 (thanks to Niels Nygaard
for the report;) upgrade is recommended to all 0.4.0 users.

The QuantLib group

[QuantLib-announce] QuantLibXL 0.4.0 and ObjectHandler 0.2.0 Released

[eric e. <eri...@gm...>]

QuantLibXL version 0.4.0 and ObjectHandler version 0.2.0 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibXL
http://www.quantlibxl.org
http://www.quantlibaddin.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which Python application gensc generates source
code for supported platforms including Microsoft Excel and
OpenOffice.Org Calc.

QuantLibXL is the implementation of QuantLibAddin for Microsoft Excel.
The QuantLibXL project includes a binary release comprising a
compiled Addin and related spreadsheets.

        The QuantLib group

[QuantLib-announce] QuantLib 0.4.0 released

[Luigi B. <lui...@gm...>]

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
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.14.

QuantLib depends on the Boost library (www.boost.org). 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
<http://www.boost.org/more/getting_started.html>.
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
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.4.0.

        The QuantLib group

[QuantLib-announce] QuantLibXL 0.3.14 and ObjectHandler 0.1.5 Released

[eric e. <eri...@gm...>]

QuantLibXL version 0.3.14 and ObjectHandler version 0.1.5 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://www.quantlibaddin.org
http://www.quantlibxl.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which a Python application generates source code
for supported platforms including Microsoft Excel and OpenOffice.Org
Calc.

QuantLibXL is the implementation of QuantLibAddin for Microsoft Excel.
 The QuantLibXL project includes a binary release comprising a
compiled Addin and related spreadsheets.

        The QuantLib group

[QuantLib-announce] QuantLib 0.3.14 released

[Luigi B. <lui...@gm...>]

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

Version 0.3.14 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html> for a summary of the
changes since version 0.3.13.

QuantLib depends on the Boost library (www.boost.org). 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
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Version 0.3.14 is the last QuantLib release to support 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
0.3.14 as well as experimental Java, C#, Perl, OCaml, and R bindings;
an Excel add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.14.

        The QuantLib group

[QuantLib-announce] ObjectHandler 0.1.4 and QuantLibAddin 0.3.13 released

[eric e. <eri...@gm...>]

ObjectHandler version 0.1.4 and QuantLibAddin version 0.3.13 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://www.quantlibaddin.org
http://www.quantlibxl.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which a Python application generates source code
for supported platforms including Microsoft Excel and OpenOffice.Org
Calc.

The Excel implementation of QuantLibAddin has been separated into a
standalone project called QuantLibXL.  For more information please refer to
http://www.quantlibaddin.org/history.html

        The QuantLib group

[QuantLib-announce] QuantLib 0.3.13 released

[Luigi B. <lui...@gm...>]

QuantLib is a cross-platform, free/open-source quantitative finance
C++ library for modeling, pricing, trading, and risk management in =20
real-life.

Version 0.3.13 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.12.

QuantLib depends on the Boost library (www.boost.org). 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
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

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

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=3D12740&atid=3D112740>
specifying that you're using QuantLib 0.3.13.

         The QuantLib group

[Quantlib-announce] ObjectHandler 0.1.3 and QuantLibAddin 0.3.12 released

[eric e. <eri...@gm...>]

ObjectHandler version 0.1.3 and QuantLibAddin version 0.3.12 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=3D12740

The latest release of QuantLibAddin includes a binary installation
into which all prerequisites - QuantLib, log4cxx, ObjectHandler, and
the Visual C++ runtime environment - have been statically linked.

ObjectHandler
http://quantlib.org/objecthandler/index.html

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://quantlib.org/quantlibaddin/index.html

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which a Python application generates source code
for supported platforms including Microsoft Excel and OpenOffice.Org
Calc.

         The QuantLib group

[Quantlib-announce] QuantLib 0.3.12 released

[Luigi B. <lui...@gm...>]

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

Version 0.3.12 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.11.

QuantLib depends on the Boost library (www.boost.org). 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
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

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

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=3D12740&atid=3D112740>
specifying that you're using QuantLib 0.3.12.

         The QuantLib group

[Quantlib-announce] ObjectHandler 0.1.2 and QuantLibAddin 0.3.11 Released

[eric e. <eri...@gm...>]

ObjectHandler version 0.1.2 and QuantLibAddin version 0.3.11 have been
released and are available for download at
http://sourceforge.net/project/showfiles.php?group_id=3D12740

ObjectHandler and QuantLibAddin share the QuantLib project structure
with regard to distribution,  licensing, etc., all of which is
documented on the main QuantLib website:
http://quantlib.org

Please log any problems you have with this release in the SourceForge
bug tracker at
http://sourceforge.net/tracker/?group_id=3D12740&atid=3D112740
specifying the relevant package name and version number.

ObjectHandler
http://quantlib.org/objecthandler/

Integration of a generic C++ library such as Quantlib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://quantlib.org/quantlibaddin/

QuantLibAddin supplements QuantLib"s existing C++ API with an
additional, higher-level API, implemented as a procedural interface
that can be deployed on any platform capable of linking C++ libraries.
 QuantLibAddin is less flexible than the native API but allows
QuantLib functionality to be loaded directly to end-user environments
such as spreadsheets.

         The QuantLib group

[Quantlib-announce] QuantLib 0.3.11 released

[Luigi B. <lui...@gm...>]

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

Version 0.3.11 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.10.
Thanks to all who contributed to this release.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33 is suggested.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.11 as well as experimental Java, C#, and Perl bindings; an Excel
add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=3D12740&atid=3D112740>
specifying that you're using QuantLib 0.3.11.

         The QuantLib group

[Quantlib-announce] Announcing ObjectHandler 0.1.1 and QuantLibAddin 0.3.10

[eric e. <eri...@gm...>]

ObjectHandler version 0.1.1 and QuantLibAddin version 0.3.10 have been
released and are available for download at
http://sourceforge.net/project/showfiles.php?group_id=3D12740

ObjectHandler and QuantLibAddin share the QuantLib project structure
with regard to distribution,  licensing, etc., all of which is
documented on the main QuantLib website:
http://quantlib.org

Please log any problems you have with this release in the SourceForge
bug tracker at
http://sourceforge.net/tracker/?group_id=3D12740&atid=3D112740
specifying the relevant package name and version number.

ObjectHandler
http://quantlib.org/objecthandler/

Integration of a generic C++ library such as Quantlib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://quantlib.org/quantlibaddin/

QuantLibAddin supplements QuantLib's existing C++ API with an
additional, higher-level API, implemented as a procedural interface
that can be deployed on any platform capable of linking C++ libraries.
QuantLibAddin is less flexible than the native API but allows QuantLib
functionality to be loaded directly to end-user environments such as
spreadsheets.

         The QuantLib group

[Quantlib-announce] Announcing ObjectHandler 0.1.0

[Ferdinando A. <na...@qu...>]

QuantLib (or any generic C++ library) integration into spreadsheets and other
end user tools requires a standalone ObjectHandler component, a repository
allowing objects to be stored, shared, updated, interrogated, and destroyed.

Version 0.1.0 has been released and is available for download at
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler design is sketched in QuEP 11, it will be used for QuantLib as
proposed in QuEP 12. Both QuEPs are available on-line at
http://quantlib.org/quep.shtml

ObjectHandler shares the QuantLib project structure with regard to 
distribution,
licensing, etc., all of which is documented on the main QuantLib website:
http://quantlib.org

ObjectHandler depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use ObjectHandler.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using ObjectHandler 0.1.0

         The QuantLib group

[Quantlib-announce] Wilmott Magazine article

[Ferdinando A. <na...@qu...>]

The September issue of Wilmott Magazine [1] published an article on 
QuantLib [2]: "Four years of open source financial models" [3]. The article 
is now also available on-line in the QuantLib Documentation Page [3].

[1] <http://www.wilmott.com/magazine.cfm>http://www.wilmott.com/magazine.cfm
[2] http://quantlib.org/
[3] 
<http://quantlib.org/press/WilmottQuantLib.pdf>http://quantlib.org/press/WilmottQuantLib.pdf 

[4] http://quantlib.org/docs.shtml

ciao -- Nando