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Jul 25

A lightweight C++ library for quantitative finance applications

Posted by abiao at 17:41 | Code » C++ | Comments(1) | Reads(14120)
What is Terreneuve? Simply: "A lightweight C++ library for quantitative finance applications."

In more detail, Terreneuve is our team name for the project in the Fall 2005 Computing in Finance course at NYU's Courant Institute Masters in Math Finance. Working from this specification we hope to design a useable C++ library for some important quantitative finance applications.

Our target audience (aside from our prof ;-)) is students in quantitative finance and those seeking a gentle introduction to financial computing. Obviously, we also intend to use the project as a learning opportunity. We refer those looking for a more comprehensive (and complex) library to the quantlib project.


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