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.
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