finance/QuantLib

A comprehensive software framework for quantitative finance, a library for modeling, trading, and risk management in real-life.

Versions

Slot	Version	Repository	Platforms
0	1.0.1	ingmar	~amd64	arm?	armv7?	armv8?	x86?

Metadata

Homepage	http://quantlib.org/
Summary	A comprehensive software framework for quantitative finance, a library for modeling, trading, and risk management in real-life
Description	QuantLib is a cross-platform, quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. It is also wrapped as Python/Ruby/Scheme modules. Extensions for Excel, R, and Mathematica are available. Other such extensions are under consideration. QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on.
Dependencies	( build+run: dev-libs/boost[>=1.34.1] )
Downloads	( mirror://sourceforge/quantlib/QuantLib-1.0.1.tar.gz doc? ( mirror://sourceforge/quantlib/QuantLib-docs-1.0.1-html.tar.gz ) )
Licences	BSD-3

Choices

OPTIONS

doc	Adds extra documentation (API, Javadoc, etc)