lballabio / quantlib-old

The QuantLib C++ library and extensions (warning: out of date)
http://quantlib.org
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Warning

This repository is still available for convenience, but it's been abandoned since the end of 2015.

A QuantLib repository including only the C++ library is now available at https://github.com/lballabio/QuantLib; the SWIG modules are at https://github.com/lballabio/QuantLib-SWIG; and the several modules making up QuantLibXL are available from https://github.com/eehlers. Please fork those repositories if you're interested in QuantLib development.