QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.
Version 0.3.7 has been released. See
http://sourceforge.net/project/shownotes.php?group_id=12740&release_id=252500
for a summary of the changes since version 0.3.6
QuantLib now depends on the Boost library (www.boost.org). You will need
a working Boost installation in order to compile and use QuantLib.
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...)
Furthermore, Python, Ruby, Guile, and MzScheme bindings are available
for QuantLib 0.3.7 as well as an Excel add-in.
Feedback is welcome.
Ferdinando Ametrano
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