QuantLib
A free/open-source library for quantitative finance
Fully annotated sources - version 1.22
Modules
Pricing engines

Modules

 Asian option engines
 
 Barrier option engines
 
 Basket option engines
 
 Cap/floor engines
 
 Cliquet option engines
 
 Forward option engines
 
 Quanto option engines
 
 Swaption engines
 
 Vanilla option engines
 

Detailed Description