lballabio / Quantlib Old
The QuantLib C++ library and extensions (warning: out of date)
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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.
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