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Diffstat (limited to 'finance/quantlib/pkg-descr')
| -rw-r--r-- | finance/quantlib/pkg-descr | 22 |
1 files changed, 0 insertions, 22 deletions
diff --git a/finance/quantlib/pkg-descr b/finance/quantlib/pkg-descr deleted file mode 100644 index beed39ee6c41..000000000000 --- a/finance/quantlib/pkg-descr +++ /dev/null @@ -1,22 +0,0 @@ -The QuantLib project is aimed to provide a comprehensive software framework -for quantitative finance. The goal is to provide a standard free/open source -library to quantitative analysts and developers for modeling, trading, and -risk management in real-life. - -QuantLib plans to offer tools that are useful for both practical -implementation, with features such as market conventions, solvers, PDEs, -etc., and advanced modeling, e.g., exotic options and interest rate models. - -QuantLib is meant to be used by academics and practitioners alike, eventually -promoting a stronger interaction between the two. - -Finance is one area where well-written open-source projects could make a -tremendous difference. Almost every financial institution needs a solid, -time-effective, operative implementation of leading-edge pricing models and -hedging tools. However, to get there, currently one is forced to re-invent -the wheel every time. Even decade-old models with no market value, such as -Black-Scholes formula (1973), still lack a standard implementation. As a -consequences many good quants are wasting their time writing C++ classes -which have been already written thousands of times. - -WWW: http://www.quantlib.org/ |