QuantLib For Mac Publisher's description
from QuantLib Team
The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.
QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. The QuantLibAddin/QuantLibXL project uses ObjectHandler to export an object-oriented QuantLib interface to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details.
What's New in This Release:В· Added moving holidays for 2010 to Eastern calendars.
В· The Singleton class should now work correctly when used on the .Net
В· platform (thanks to Nathan Abbott.)
В· QuantLib now compiles with the Sun Studio compiler on the Solaris
В· platform (thanks to Norbert Irmer for the report and for testing.)
В· Bug fix: let an IndexedCashFlow observe its index.
В· Previously, index changes would not be propagated to the cash flow
В· and thus to any observers of the latter. This affected zero-coupon
В· inflation swaps.
В· Bug fix: added missing method implementations to zero-coupon
В· inflation swaps.
В· A couple of methods were declared but not defined.
В· Bug fix: create exercise-date vector correctly for callable bonds.
В· Previously, the actual exercise dates were stored after a number
В· of null dates. For most choices of day counter, this resulted in
В· negative exercise times that were harmlessly discarded. For some
В· day counters (e.g., ActualActual::Bond) the null dates caused an
В· exception instead.
System Requirements:В· Boost
Program Release Status: Minor Update
Program Install Support: Install and Uninstall