QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in
real-life.
Version 0.4.0 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 0.3.14.
QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33.1 is suggested.
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...)
Version 0.4.0 no longer supports the Borland free compiler 5.5 and
Microsoft Visual C++ 6.0. If you use one of these compilers and want
support to continue, you can volunteer for maintaining the necessary
patches: contact the QuantLib developers for information.
Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.4.0 as well as experimental Java, C#, Perl, OCaml, and R bindings;
an Excel add-in is also provided. 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 0.4.0.
The QuantLib group
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