Project Summary
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.
In a Nutshell, QuantLib...
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has a well established, mature codebase
maintained by a very large development team
with increasing Y-O-Y commits -
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took an estimated 125 years of effort (COCOMO model)
starting with its first commit in October, 2000
ending with its most recent commit 2 days ago
Quick Reference
BSD 3-clause "New" or "Revised" License
Permitted
Commercial Use
Modify
Distribute
Place Warranty
Forbidden
Hold Liable
Use Trademarks
Required
Include Copyright
Include License
These details are provided for information only. No information here is legal advice and should not be used as such.
Project Security
Vulnerabilities per Version ( last 10 releases )
There are no reported vulnerabilities
Project Vulnerability Report
Security Confidence Index
Vulnerability Exposure Index
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