QuantLib
A :l: free/open-source :l: library :l: for :l: quantitative :l: finance, :l: written :l: in :l: C++ :l: and :l: exported :l: to :l: different :l: languages :l: such :l: as :l: Python, :l: Ruby :l: and :l: Scheme. http://quantlib.org/ En nueva ventana
UnRisk
A :l: software :l: tool :l: for :l: the :l: robust, :l: accurate :l: and :l: fast :l: pricing :l: of :l: complicated :l: financial :l: derivatives. :l: It :l: :l: has :l: a :l: C++ :l: kernel, :l: but :l: can :l: be :l: used :l: under :l: :l: Mathematica. http://www.unriskderivatives.com/ En nueva ventana