diff options
| author | Aleksandar Samardzic <asamardzic@gmail.com> | 2010-05-12 17:40:15 +0200 |
|---|---|---|
| committer | David Somero <xgizzmo@slackbuilds.org> | 2010-05-12 17:40:15 +0200 |
| commit | 9844c669d42c6063dfc205de5ff858943820d9fb (patch) | |
| tree | 9c736ac225b25e776a057de2aef30eaa0c616c0e /libraries/QuantLib/README | |
| parent | 60533a083b427736561c218ba44b003a0e542d00 (diff) | |
| download | slackbuilds-9844c669d42c6063dfc205de5ff858943820d9fb.tar.gz | |
libraries/QuantLib: Updated for version 0.9.7
Diffstat (limited to 'libraries/QuantLib/README')
| -rw-r--r-- | libraries/QuantLib/README | 16 |
1 files changed, 0 insertions, 16 deletions
diff --git a/libraries/QuantLib/README b/libraries/QuantLib/README index d5b0e2abbe..4174b63fe5 100644 --- a/libraries/QuantLib/README +++ b/libraries/QuantLib/README @@ -2,20 +2,4 @@ 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. |