Announcing QuantLib: a open-source library for quantitative finance

[Ferdinando M. Ametrano-2]

The QuantLib project (http://quantlib.sourceforge.net/) is aimed to provide
a comprehensive software framework for quantitative finance. The goal is to
provide a standard free/open-source library to quantitative analysts and
developers for modelling, trading, and risk management in real-life. The
core library is written in C++ and currently exported as a Python module.
Modules are planned for other scripting languages, Excel, MatLab, etc.

QuantLib plans to offer tools that are useful for both practical
implementation, with features such as market conventions, solvers, PDEs,
etc., and advanced modelling, e.g., exotic options and interest rate models.

QuantLib is for academics and practitioners. The project is in alpha
status, not ready for end-users yet but the time is right for major
contributions to the design and the code base.

Please consider joining one of the available mailing lists:
quantlib-announce
http://lists.sourceforge.net/mailman/listinfo/quantlib-announce
quantlib-dev http://lists.sourceforge.net/mailman/listinfo/quantlib-dev
quantlib-users http://lists.sourceforge.net/mailman/listinfo/quantlib-users
quantlib-cvs http://lists.sourceforge.net/mailman/listinfo/quantlib-cvs

More details at the web site http://quantlib.sourceforge.net/

Ferdinando Ametrano ([hidden email])
Luigi Ballabio ([hidden email])
Marco Marchioro ([hidden email])