QUANLIB是一款为金融量化研究而开发的软件框架,通过LIB库的方式方便大家建立交易模型,策略开发,风险管理等;
软件本身依赖于BOOST;
更详细说明请参考英文简介
TheQuantLibprojectisaimedatprovidingacomprehensivesoftware
frameworkforquantitativefinance.QuantLibisafree/open-source
libraryformodeling,trading,andriskmanagementinreal-life.
DocumentationfortheQuantLiblibraryisbothonlineanddownloadable
inanumberofformatsfrom<http://quantlib.org>.
QuantLibdependsonBoost<http://www.boost.org>.Youwillneedto
download,build,andinstallBoostbeforecompilingandusing
QuantLib.Boost1.34.1orlaterisrequired.