QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
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The QuantLib Group members are:
- Ferdinando Ametrano (nando AT ametrano DOT net), project manager
- Luigi Ballabio (luigi.ballabio AT statpro.com), library designer
- Nicolas Di Césaré, spline and optimizer
- Dirk Eddelbuettel: Debian maintainer, RQuantLib
- Neil Firth: Monte Carlo, Longstaff-Schwartz American option, Barrier option
- Marco Marchioro (marco.marchioro AT statpro.com)
- Sadruddin Rejeb (sad AT quantlib.org), interest rate models
- Niels Elken Sønderby: Gauss-Kronrod integration
- Liguo Song (Liguo.Song AT vanderbilt.edu): RPM maintainer
We gratefully acknowledge contributions from Mario Aleppo, Toyin Akin, James Battle, Christopher Baus, Thomas Becker, Adolfo Benin, David Binderman, Jon Davidson, Matteo Gallivanoni, Roman Gitlin, Tomoya Kawanishi, Gilbert Peffer, Peter Schmitteckert, Enrico Sirola, Maxim Sokolov, David Schwartz, and Bernd Johannes Wuebben.
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