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Math Lib Suggestion

Guest Swell
Guest Swell
in Programming and Coding

Featured Replies

Posted

Hi,

I'm currently developping a finance application and I'm using this math libs

QuantLib: http://quantlib.org/

Free and very nice lib

NAG Mark 8: http://www.nag.co.uk/numeric/CL/CLdescription.asp

Huge lib. Probably the best as far as I know

Does anyone here use or know some math libs for finance?

Thanks in advance!

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