QuantLib - The QuantLib C++ library

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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.

http://quantlib.org
https://github.com/lballabio/QuantLib

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