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Projektbeschreibung

QuantLib is a cross-platform, quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. It is also wrapped as Python/Ruby/Scheme modules. Extensions for Excel, R, and Mathematica are available. Other such extensions are under consideration. QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on.

Systemanforderungen

Die Systemvoraussetzungen sind nicht definiert
Information regarding Project Releases and Project Resources. Note that the information here is a quote from Freecode.com page, and the downloads themselves may not be hosted on OSDN.

2007-06-05 23:58
0.8.1

Diese Version bietet Unterstützung für Boost 1,34 auf Linux-Systemen.
Tags: Minor feature enhancements
This release adds support for Boost 1.34 on Linux systems.

2004-12-30 17:51
0.3.8

Diese Pressemitteilung ist synchron mit quantlib 0.3.8.
Tags: Major feature enhancements, Ruby
This release is in sync with QuantLib 0.3.8.

2004-12-30 17:50
0.3.7

Diese Pressemitteilung ist synchron mit quantlib 0.3.7.
Tags: Minor feature enhancements, Ruby
This release is in sync with QuantLib 0.3.7.

2004-12-30 17:48
0.3.6

Diese Pressemitteilung ist synchron mit quantlib 0.3.6.
Tags: Major bugfixes, Ruby
This release is in sync with QuantLib 0.3.6.

2004-12-30 17:47
0.3.8

Diese Pressemitteilung ist synchron mit quantlib 0.3.8.
Tags: Major feature enhancements, Python
This release is in sync with QuantLib 0.3.8.

Project Resources