Thursday, January 31, 2008

QuantLib finance library

All I can say is sweet.

Each day I'm amazed at what's available as Open Source. I've been looking for a finance library to build out an analysis application. I've come across QuantLib before, but I really didn't look into it further at the time. However, this is exactly what I need right now. Even if I only use the schedule class, this is great.

The best part is the only requirement is Boost.

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