QuantLib: Introduction

A free/open-source library for quantitative finance Reference manual - version 1.20

Introduction

QuantLib (http://quantlib.org/) is a C++ library for financial quantitative analysts and developers.

QuantLib is Non-Copylefted Free Software released under the modified BSD License. It is also OSI Certified Open Source Software. OSI Certified is a certification mark of the Open Source Initiative.

QuantLib is free software and you are allowed to use, copy, modify, merge, publish, distribute, and/or sell copies of it under the conditions stated in the QuantLib License.

QuantLib and its documentation are distributed in the hope that they will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the QuantLib License for more details.

# Disclaimer

At this time, this documentation is widely incomplete and must be regarded as a work in progress. Contributions are welcome.