QuantLib [1] is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.
Version 0.3.5 has been released: see [2] for an overview of the library and
[3] for a summary of the changes since version 0.3.4.
QuantLib is distributed in a number of formats suitable for most operating
systems. Debian, Fink, and RPM packages are also available.
Furthermore, Python, Ruby, Guile, and MzScheme bindings are available for
QuantLib 0.3.5 as well as an Excel add-in.
Feedback is welcome.
Ferdinando Ametrano
[1]
http://quantlib.org[2]
http://quantlib.org/html/overview.html[3]
http://sf.net/project/shownotes.php?group_id=12740&release_id=223212