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Overview See below for a summary of the components used by the Launcher. QuantLib QuantLib is an open source C++ pricing analytics library. The home page for the QuantLib project is http://quantlib.org. QuantLibXL QuantLibXL is an addin which exposes QuantLib functions to Microsoft Excel. The home page for the QuantLibXL project is http://www.quantlibxl.org. Framework The Framework is an application layer written in Excel VBA which wraps the QuantLibXL Addin with additional functionality in support of market data feeds, creation of instruments, etc. The Framework is summarized at this link: http://www.quantlibxl.org/framework.html. Launcher The Launcher is a .NET application which initializes a complete desktop pricing environment based upon the above components. Software, spreadsheets and market data may be loaded from a network fileserver, a webserver, or the user's hard drive. Market data may be sourced from live data feeds (Reuters or Bloomberg) or from some snapshot of a historical position. The Launcher allows complete flexibility with regard to deployment, configuration, and data. Updates may be made centrally and deployed automatically to all users within an organization. Open Source The Launcher is a subproject of QuantLib. The Launcher source code is released under the QuantLib license and is available from this link: |
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