<$BlogRSDUrl$> Marcus P. Zillman, M.S., A.M.H.A. Author/Speaker/Consultant
Marcus P. Zillman, M.S., A.M.H.A. Author/Speaker/Consultant
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Monday, February 06, 2006  



QuantLib Project
http://quantlib.org/

The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Java, Perl, Python, Ruby, and Scheme. QuantLibAddin exports a procedural interface to a number of platforms including Microsoft Excel and OpenOffice.org Calc. QuantLibXL also offers an Excel add-in. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details. Appreciated by quantitative analysts and developers, it is intended for academics and practitioners alike, eventually promoting a stronger interaction between them. QuantLib offers tools that are useful both for practical implementation and for advanced modeling, with features such as market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on. This has been addded to Financial Sources Subject Tracerâ„¢ Information Blog.

posted by Marcus Zillman | 4:05 AM
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