QuantLib [SEP] programming language
QuantLib
QuantLib is an open-source software library which provides tools for software developers and practitioners interested in financial instrument valuation and related subjects. QuantLib is written in C++.
History.
The QuantLib project was started by a few quantitative analysts who worked at RiskMap (currently StatPro Italia). The first e-mail announcing QuantLib to the world was sent on December 11, 2000, and signed by Ferdinando Ametrano, Luigi Ballabio and Marco Marchioro. RiskMap was founded by Dario Cintioli, Ferdinando Ametrano, Luigi Ballabio,
implementing the APL programming language.
Selected publications.
- "Microprogrammed APL," R.Zaks, Fifth IEEE Computer Conference Proceedings, Sep. 1971 p 193.
- "A Microprogrammed APL Implementation," R. Zaks Ph. D. Thesis, University of California, Berkeley, June 1972.
- "A Firmware APL Time Sharing System", R. Zaks D. Steingart, J. Moore, SJCC 71, AFIPS Proceedings, Vol. 38, AFIPS Press, May 1971, pp 179–180.
- "Second Euromicro Symposium on