Hi all!
While playing around with QuantLib and extending it with my own functions, I
got convinced that a great and very flexible user interface for QuantLib
would be the Mathematica program.
http://www.wolfram.com/products/mathematica/Without too much work-effort (most of which is the challenge to make a good
interface) QuantLibMma could have similar functionality to a commercial
product like Unrisk Pricing Engine:
http://www.unriskderivatives.com/product/download.html - have a look at
"Examples"!
I set up a home page with some ideas for development, that I hope will
contain a version 0.1 for download sooner or later:
http://www.nielses.dk/quantlib/mma/If anyone has an interest in this project (also without having an interest
in helping in the development), please let me know.
Regards... Niels
Locked
