A free/open-source library for quantitative finance

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Quantitative Finance Resources

• Books
• Market Conventions
• Wilmott
• QuantNotes
• C(omp)++

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• About SourceForge.net

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Official QuantLib Documentation

• QuantLib reference manual [HTML]

The reference manual is also available in a number of different formats from the SourceForge download page.

Other information

Press

• Four years of open source financial models [PDF]
  Wilmott Magazine (September 2004)

Books

• Implementing QuantLib (in progress) [web page]
  Ballabio, L. (2007)

Papers

• Why Use QuantLib? [PDF]
  Firth, N.P. (2004)