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The QuantLib C++ library
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Latest commit 9db9648 Nov 24, 2016 @lballabio Use single VC++ solution file. 
The existing solutions were already identical, except for a line
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of VC++ installed, but isn't worth the maintenance effort. Now, the
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Docs Add documentation for new compile-time flags. Oct 27, 2016
Examples Auto-link required Boost libraries. Oct 28, 2016
config Removed obsolete .cvsignore files Mar 30, 2007
m4 Support for new libtool features Feb 11, 2009
man Add new files to distribution. Apr 27, 2016
ql add missing 'inline' attribute to free functions Nov 15, 2016
test-suite Auto-link required Boost libraries. Oct 28, 2016
tools Drop support for Visual C++ 8. Aug 5, 2016
.gitignore Ignore TAGS files. Oct 11, 2016
Announce.txt Increase version number to 1.10. Nov 8, 2016
Authors.txt Update changes and contributors. Jun 4, 2015
Bugs.txt merged changeset up to Rev16952 from branches/R01000x-branch to trunk Dec 30, 2009
CMakeLists.txt Add Boost directory to CMake include path. Mar 16, 2016
ChangeLog.txt Update ChangeLog, news and contributors. Oct 21, 2016
Contributors.txt Update ChangeLog, news and contributors. Oct 21, 2016
LICENSE.TXT Update list of copyrights. Oct 13, 2016
Makefile.am Use single VC++ solution file. Nov 24, 2016
News.txt Update ChangeLog, news and contributors. Oct 21, 2016
QuantLib.dev Sync VC++ and Dev-C++ projects. Oct 12, 2016
QuantLib.props Add support for VC++ 2015 (VC14). Jul 7, 2015
QuantLib.sln Use single VC++ solution file. Nov 24, 2016
QuantLib.spec.in Require Boost 1.43 as minimum version. Apr 6, 2016
QuantLib.vcxproj Sync VC++ and Dev-C++ projects. Oct 12, 2016
QuantLib.vcxproj.filters Sync VC++ and Dev-C++ projects. Oct 12, 2016
QuantLib_vc9.sln Add VC++ and Dev-C++ projects for new example. Mar 2, 2016
QuantLib_vc9.vcproj Sync VC++ and Dev-C++ projects. Oct 12, 2016
README.md Revamp Readme. Jan 7, 2016
Readme.txt Revamp Readme. Jan 7, 2016
acinclude.m4 Require Boost 1.43 as minimum version. Apr 6, 2016
autogen.sh Merged 0.3.8 branch Dec 8, 2004
configure.ac Increase version number to 1.10. Nov 8, 2016
quantlib-config.in added a clean implementation of the thread-safe observer Oct 7, 2015
quantlib.el fix warning during build Aug 31, 2013
quantlib.m4 Fixed m4 macro for QuantLib detection. Apr 21, 2010
quantlib.pc.in Add missing compilation and linking flags. Feb 23, 2016

README.md

QuantLib: the free/open-source library for quantitative finance

The QuantLib project (http://quantlib.org) 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 Non-Copylefted Free Software and OSI Certified Open Source Software.

Download and usage

QuantLib can be downloaded from http://quantlib.org/download.shtml; installation instructions are available at http://quantlib.org/install.shtml for most platforms.

Documentation for the usage and the design of the QuantLib library is available from http://quantlib.org/docs.shtml.

A list of changes for each past versions of the library can be browsed at http://quantlib.org/reference/history.html.

Questions and feedback

Bugs can be reported as a GitHub issue at https://github.com/lballabio/QuantLib/issues; if you have a patch available, you can open a pull request instead (see "Contributing" below).

You can also use the quantlib-users and quantlib-dev mailing lists for feedback, questions, etc. More information and instructions for subscribing are at http://quantlib.org/mailinglists.shtml.

Contributing

The easiest way to contribute is through pull requests on GitHub. Get a GitHub account if you don't have it already and clone the repository at https://github.com/lballabio/QuantLib with the "Fork" button in the top right corner of the page. Check out your clone to your machine, code away, push your changes to your clone and submit a pull request; instructions are available at https://help.github.com/articles/fork-a-repo. (In case you need them, more detailed instructions for creating pull requests are at https://help.github.com/articles/using-pull-requests, and a basic guide to GitHub is at https://guides.github.com/activities/hello-world/.

It's likely that we won't merge your code right away, and we'll ask for some changes instead. Don't be discouraged! That's normal; the library is complex, and thus it might take some time to become familiar with it and to use it in an idiomatic way.

We're looking forward to your contributions.