The QuantLib Group

Authors

The QuantLib Group members are:

Contributors

We gratefully acknowledge contributions from Xavier Abulker, Toyin Akin, Sercan Atalik, James Battle, Christopher Baus, Thomas Becker, Adolfo Benin, Luca Berardi, David Binderman, Theo Boafo, Joe Byers, Antoine Cellerier, Aurelien Chanudet, Yiping Chen, Warren Chou, Jon Davidson, Daniele De Francesco, Piter Dias, Silvia Frasson, Matteo Gallivanoni, Roman Gitlin, Richard Gould, Tomoya Kawanishi, Gary Kennedy, Chris Kenyon, Allen Kuo, Paul Laderoute, James Lee, Gang Liang, Roland Lichters, Robert Lopez, André Louw, John Maiden, Enrico Michelotti, Tiziano Müller, Guillaume Pealat, Gilbert Peffer, Walter Penschke, Gianni Piolanti, Fabio Ramponi, Peter Schmitteckert, David Schwartz, Eugene Shevkoplyas, Maxim Sokolov, Marco Tarenghi, Charles Whitmore, Bernd Johannes Wuebben, and Jeff Yu.

QuantLib also includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance".

QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory.