Greetings QuantLib-guys,
the first (limited) release of QuantLib for Mathematica is out:
http://www.nielses.dk/quantlib/mmaA demonstration of features can be found at:
http://www.nielses.dk/quantlib/mma/QuantLibMma-demo.htmlI have tidied up my code and packaged it nicely, so please
have a look if the project interests you. Still there are only
bindings for a few functions, and most of them are date and
calendar functions. But the basic framework is there and
now it should be easier to extend with more functions.
Don't hesitate to contact me, if this project could be useful
for you. This first release was the result of an australian
researcher showing interest in the project and asking for
my source files. So the more indications that a full blown
QuantLib-Mathematica integration could be useful to
someone, the higher chance, that I put effort in the project.
Cheers... Niels
Locked
