QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.
Version 0.3.9 has been released and is available for download at
<
http://quantlib.org/download.shtml>.
See <
http://quantlib.org/reference/history.html> for a summary of the
changes since version 0.3.8.
QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Instructions for installing Boost from sources are available at
<
http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is your
friend (or Debian, or Fink...)
Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.9; an Excel add-in will be available shortly. Instructions for download
are at <
http://quantlib.org/download.shtml>.
Please log any problems you have with this release in the SourceForge bug
tracker at <
http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.9.
The QuantLib group
Locked
