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Diffstat (limited to 'libraries/QuantLib/README')
| -rw-r--r-- | libraries/QuantLib/README | 16 |
1 files changed, 0 insertions, 16 deletions
diff --git a/libraries/QuantLib/README b/libraries/QuantLib/README index d5b0e2abbeee9..4174b63fe5567 100644 --- a/libraries/QuantLib/README +++ b/libraries/QuantLib/README @@ -2,20 +2,4 @@ The Quantlib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free open-source library for modeling, trading, and risk management in real-life. -QuantLib is written in C++ with a clean object model, and is then -exported to different languages such as Python, Ruby, and Scheme. An -initial Excel add-in is also available. There are ports to the .NET -framework in C# (http://www.quantlib.net" and -http://www.capetools.net/). Bindings to other languages (including -Java), and porting to ddd, Matlab/Octave, S-PLUS/R, Mathematica, -COM/CORBA/SOAP architectures, FpML, are under consideration. See the -extensions page for details. - -Appreciated by quantitative analysts and developers, it is intended -for academics and practitioners alike, eventually promoting a stronger -interaction between them. QuantLib offers tools that are useful both -for practical implementation and for advanced modeling, with features -such as market conventions, yield curve models, solvers, PDEs, Monte -Carlo (low-discrepancy included), exotic options, VAR, and so on. - QuantLib requires Boost, which is also available from SlackBuilds.org. |