The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib.NET is an open source library for modeling, trading, and risk management in real-life.
Appreciated by quantitative analysts and developers, it is intended for academics and practitioners alike, eventually promoting a stronger interaction between them. QuantLib offers tools that are useful both for practical implementation and for advanced modeling, with features such as market conventions, yield curve bootstrapping, solvers, PDEs, Monte Carlo, exotic options, VAR, and so on. More complex tools such as interest rate models are next on the to-do list.
Updates will be made available from the Stochastix.NET website, which is currently under construction :-(
Technical questions, feature requests or bug reports should be directed to the approbiate web pages or the quantlib-users mailing list. See Resources for details. You can use our contact form for any other questions.