QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.
Version 0.3.13 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 (<http://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=12740&atid=112740> specifying that you're using QuantLib 0.3.13.
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