QuantLib-Python 0.3.0
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http://quantlib.orgQuantLib-Python is a SWIG wrap of QuantLib.
QuantLib is a free/open-source quantitative finance C++ library for
modeling, pricing, trading, and risk management in real-life. A tool for
derivatives and financial engineering.
Version 0.3.0 of the C++ library and the Python extension have been released.
What's new
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- in sync with QuantLib 0.3.0
- more info on the tested library
- using old version of the library forbidden
- Using unittest methods for signaling failures
- bug fixing
- Exported derived and composite market element
- Extended Monte Carlo tests
URL:
http://quantlib.orgLicense: BSD style
Categories: Miscellany
Ferdinando Ametrano (
[hidden email])
http://www.ametrano.net--
<P><A HREF="
http://quantlib.org">QuantLib-Python 0.3.0</A> - A module for
quantititative finance. (6-May-02)</P>
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