|
|
| 项目描述: |
QuantLib is a quantitative finance C++ library for modeling, trading, and risk management in real-life. It is also wrapped as Python/Ruby/Scheme modules and has been ported to the .NET framework with C#. QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve bootstrapping, solvers, PDEs, Monte Carlo, exotic options, VAR, and so on.
QuantLib是一个定量财政 C++库，用于现实生活中的模拟、贸易、和风险管理。它也被包装为 Python/Ruby/Scheme模块，并已经用 C#. QuantLib 提供的工具连接到.NET 框架，C#. QuantLib提供的工具对于实际执行和高级模拟都是有用的。它的功能有市场惯例，产额曲线引导，解算机， PDE， Monte Carlo，外来选项， VAR，等等。 |
| 类别: |
| |
|
发布者：
sgwsun
|
|
| 最新发布源码包 |
| 软件包 |
版本号 |
日期 |
本地下载 |
| 0.3.1 |
0.3.1 |
2003-03-22 |
下载 |
|
|
QuantLib - 项目摘要