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| author | Aleksandar Samardzic <asamardzic@gmail.com> | 2010-05-11 22:53:55 +0200 |
|---|---|---|
| committer | Robby Workman <rworkman@slackbuilds.org> | 2010-05-11 22:53:55 +0200 |
| commit | aed5cc8f90cd114a93add75427eed38c56400cd8 (patch) | |
| tree | bf65ae99179786221a04d7ffed4f7c7c55df3fa3 /libraries/QuantLib/README | |
| parent | 674ae77f3edb40081d150f1d9c392670ed6dc969 (diff) | |
| download | slackbuilds-aed5cc8f90cd114a93add75427eed38c56400cd8.tar.gz | |
libraries/QuantLib: Added to 12.1 repository
Diffstat (limited to 'libraries/QuantLib/README')
| -rw-r--r-- | libraries/QuantLib/README | 21 |
1 files changed, 21 insertions, 0 deletions
diff --git a/libraries/QuantLib/README b/libraries/QuantLib/README new file mode 100644 index 0000000000..d5b0e2abbe --- /dev/null +++ b/libraries/QuantLib/README @@ -0,0 +1,21 @@ +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. |