QuantLib 0.3.12

http://quantlib.org

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Getting started

• Introduction
• Project overview
• Where to get QuantLib
• Installation
• Configuration
• Usage
• Frequently asked questions
• Version history
• Additional resources
• The QuantLib group
• Copyright and license

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Reference manual

• Modules
• Class Hierarchy
• Compound List
• File List
• Compound Members
• File Members
• Todo List
• Known Bugs
• Caveats
• Test Suite
• Deprecated Features
• Examples

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 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 QuantLib License for more details.

Disclaimer

At this time, this documentation is widely incomplete and must be regarded as a work in progress. Contributions are welcome.

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