QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in
real-life.
Version 0.8.0 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 0.4.0.
QuantLib depends on the Boost library (<
http://boost.org>). You will
need a working Boost installation in order to compile and use QuantLib.
Instructions for installing Boost are available at
<
http://www.boost.org/more/getting_started.html>. Boost 1.31 or later is
required; Boost 1.33.1 is suggested. Boost 1.34.0 is not yet supported
on Linux systems due to changes in its unit-test framework.
Version 0.8.0 is the last QuantLib release to support the Metrowerks
CodeWarrior compiler (which was discountinued by Metrowerks.) If you
use such compiler 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
0.8.0 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 0.8.0.
The QuantLib group
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