commercial use of QuantLib

[Gualtiero.Chiaia]

Hi,

I am working for UBS in a team specialised in portfolio risk management (UBS Delta) and I am going through a process of internal approval, before using QuantLib as a part of our analytics.

In this regard I have been asked to verify with you that the code from Peter Jackel included in QuantLib is permissioned to be used and/or redistributed in our code, so that we don't infringe his intellectual rights by using it.

Our code is not going to be distributed outside UBS. Only the results from our risk calculations are eventually distributed externally.

Could you please confirm that we can use this code (from Peter Jackel's Monte Carlo Methods in Finance)?

Thank you very much in advance.

Kind regards
Gualtiero Chiaia

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[Ferdinando M. Ametrano-3]

Hi Gualtiero

> I have been asked to verify with you that the code from Peter
> Jackel included in QuantLib is permissioned to be used and/or redistributed
> in our code, so that we don't infringe his intellectual rights by using it.
> [...]
> Could you please confirm that we can use this code (from Peter Jackel's
> Monte Carlo Methods in Finance)?

I had a private exchange with Peter in xxx, and he wrote:

> I appreciate your notification of your project using my suggestions and
> examples. I am happy with your project using my work with an appropriate
> acknowledgement as to the source in the way you suggest. For professional
> reasons, I would prefer to be acknowledged as a source, rather than as a
> project member or contributor. As for the deficiencies of my suggested
> copyright notices, they are due to my not being a lawyer, and my, if in
> anything, only being interested in some form of recognition, but not in any
> legal complications. [...]
> Feel free to correct or modify the copyright notice in
> any reasonable manner as you see fit, if it is important to you.

> As for the code taken originally from the Gnu C library, which in turn goes
> back to Sun Microsystems, I cannot grant any authority to copy; it is
> entirely up to you to ensure that Sun's original notice is complied with. As
> for Peter Acklam's code, I obtained personal permission from him to include
> his code, but I did, at the time, not ask whether he would approve of this
> permission to be transferred. I am confident that, similar to myself, he
> will be more interested in an appropriate recognition rather than legal
> matters, but only he himself can clarify this point for certain.

ciao -- Nando

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