[Module] QuantLib-Python
Ferdianando Ametrano
ferdinando@ametrano.net
Fri, 31 Aug 2001 05:14:25 -0400 (EDT)
QuantLib-Python
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A module for quantitative finance
QuantLib-Python is a module for quantitative finance. It is a SWIG wrap
of QuantLib, a C++ open source library.
The QuantLib project is aimed to provide a comprehensive software
framework for quantitative finance. The goal is to provide a standard
free/open-source library to quantitative analysts and developers for
modelling, trading, and risk management in real-life.
QuantLib plans to offer tools that are useful for both practical
implementation, with features such as market conventions, solvers, PDEs,
etc., and advanced modelling, e.g., exotic options and interest rate
models.
QuantLib is for academics and practitioners, eventually promoting a
stronger interaction between the two.
URL: http://quantlib.org
Download: http://sourceforge.net/project/showfiles.php?group_id=12740
License: BSD Style
Requires: QuantLib
Binaries: Win32, Linux
Categories: Miscellany, Finance
Ferdianando Ametrano (ferdinando@ametrano.net)
www.ametrano.net
--
<a href="http://quantlib.org">QuantLib-Python </a> -- A module for
quantitative finance