资 源 简 介
QUANLIB是一款为金融量化研究而开发的软件框架,通过LIB库的方式方便大家建立交易模型,策略开发,风险管理等;
软件本身依赖于BOOST;
更详细说明请参考英文简介
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.
Documentation for the QuantLib library is both online and downloadable
in a number of formats from .
QuantLib depends on Boost . You will need to
download, build, and install Boost before compiling and using
QuantLib. Boost 1.34.1 or later is required.
文 件 列 表
QuantLib-1.3
aclocal.m4
Announce.txt
Authors.txt
autogen.sh
Bugs.txt
ChangeLog.txt
config
config.guess
configure
configure.ac
Contributors.txt
Docs
Examples
history_iterators.cpp
LICENSE.TXT
m4
libtool.m4
Makefile.am
Makefile.in
man
BermudanSwaption.1
News.txt
ql
auto_link.hpp
quantlib-config.in
QuantLib.dev
quantlib.el
quantlib.m4
QuantLib.spec
QuantLib.spec.in
QuantLib_vc10.sln
QuantLib_vc10.vcxproj
QuantLib_vc10.vcxproj.filters
QuantLib_vc11.sln
QuantLib_vc11.vcxproj
QuantLib_vc11.vcxproj.filters
QuantLib_vc7.sln
QuantLib_vc7.vcproj
QuantLib_vc8.sln
QuantLib_vc8.vcproj
QuantLib_vc9.sln
QuantLib_vc9.vcproj
Readme.txt
test-suite
americanoption.cpp
build
config
Docs
Examples
m4
man
ql
test-suite
acinclude.m4
QuantLib-1.3