QuantLib-Ruby 0.3.0
---------------------
http://quantlib.orgQuantLib-Ruby 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 Ruby extension have been released.
What's new
------------
- in sync with QuantLib 0.3.0
- using old version of the library forbidden
- Extended Monte Carlo tests
URL:
http://quantlib.orgLicense: BSD style
Ferdinando Ametrano (
[hidden email])
http://www.ametrano.net