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.


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2004-12-30 17:46 Zurück zur Release-Liste

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

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