I've written a paper,
http://www.maths.ox.ac.uk/~firth/research/quantlib.pdfAbstract:
As the open-source movement gains momentum more projects are emerging in
the domain of mathematical finance. There are a number of pricing
libraries available for financial derivatives, including QuantLib.
QuantLib has an effective project structure and is achieving a critical
mass of users and developers. Many user groups would benefit by adopting
the project.
Feedback would be much appreciated. I have also posted this on the General
Wilmott forum.
Thanks,
Neil
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Neil Firth
Brasenose College Oxford OX1 4AJ United Kingdom
[hidden email]
http://www.maths.ox.ac.uk/~firth---------------------------------------------------
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