[ANN] QuantLib-Python 0.1.9
Tue, 19 Jun 2001 18:16:53 +0200
QuantLib-Python is the SWIG Python wrap of QuantLib.
QuantLib (http://quantlib.org) is a C++ open source library for
quantitative finance. Version 0.1.9 of the C++ library and the Python
extension have been released two weeks ago.
QuantLib license is XFree86-style.
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. The core library is
written in C++ and currently exported as a Python module.
Modules are planned for other scripting languages, Excel, MatLab, etc.
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. The project is in alpha
status, not ready for end-users yet but the time is right for major
contributions to the design and the code base.
Please consider joining one of the available mailing lists:
Ferdinando Ametrano (firstname.lastname@example.org)
<P><A HREF="http://quantlib.org">QuantLib-Python</A> - An open source
library for quantitative finance. (19-Jun-01)</P>