QuantLib是一个计量财务 C++库，用于现实世界中的建模、交易、和风险管理。它也被包装为 Python/Ruby/Scheme模块，并已经用 C#实现到.NET 框架。-QuantLib is a measurement of financial C++ library, for the real world of modeling, trading, and risk management. It has also been packaged as Python/Ruby/Scheme

quantlib finance library.