ITP: libquantlib0 -- C++ library for quantitative finance
[Resending, forgot to CC when I submitted the WNPP bug report yesterday. -edd]
What is it:
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 modeling, 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 modeling, e.g., exotic options and interest rate models.
The Quantlib team, with Ferdinando Ametrano (email@example.com) as
main upstream coordinator.
Fernando is very happy about the idea of a Debian package, they use Debian
(among other systems) upstream.
Preview of "Lintian Clean" packages:
QuantLib adopts a XFree86-style license, also known as X-Consortium or MIT
or modified-BSD style license. This license classifies QuantLib as both
Free Software and Open Source.
There is also a Python frontend, made with the most recent Swig (which we
don't yet have). I'll do that too, but it might take a little longer until
I have sorted all that out
I will upload these in the next few days, unless I hear objections.
According to the latest figures, 43% of all statistics are totally worthless.