QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

Introduction QuantLib An open source library for quantitative finance QuantLib (http://quantlib.org/) is a C++ library for financial quantitative analysts and developers. QuantLib is Non-Copylefted Free Software released under the modified BSD License. It is also OSI Certified Open Source Software. OSI Certified is a certification mark of the Open Source Initiative. QuantLib is free software and you are allowed to use, copy, modify, merge, publish, distribute, and/or sell copies of it under the conditions stated in the QuantLib Copyright and License. QuantLib and its documentation are distributed in the hope that they will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the Copyright and License for more details. Disclaimer At this time, this documentation is widely incomplete and must be regarded as a work in progress. Eventually, all QuantLib classes will be documented. However, no date is currently set for this goal. Join the mailing lists (http://quantlib.org/mailinglists.html) for the latest updates.

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