QuantLibAddin

QuantLibAddin wraps the QuantLib analytics library in an application layer allowing a unified interface to be exported to a variety of end user environments. The QuantLibAddin layer also implements support for additional features such as serialization and datatype conversions. Object orientation is achieved through use of the ObjectHandler repository.

Overview

QuantLibAddin defines a standard library of pricing objects which is deployed to a variety of platforms including Microsoft Excel and OpenOffice.org Calc.

The home page for the QuantLibAddin project is http://www.quantlibaddin.org.

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