mirror of
https://github.com/Ponce/slackbuilds
synced 2024-10-13 08:43:42 +02:00
22 lines
1.1 KiB
Text
22 lines
1.1 KiB
Text
|
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 Python, Ruby, and Scheme. An
|
||
|
initial Excel add-in is also available. There are ports to the .NET
|
||
|
framework in C# (http://www.quantlib.net" and
|
||
|
http://www.capetools.net/). Bindings to other languages (including
|
||
|
Java), and porting to ddd, 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.
|
||
|
|
||
|
QuantLib requires Boost, which is also available from SlackBuilds.org.
|