QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.
Version 0.3.8 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 0.3.7.
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
0.3.8. The Excel add-in will follow in January. 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 0.3.8.
The QuantLib group
Locked
