Financial Library for C / C ++

Question

Do you know a good open source financial library written in C (preferably) or C ++?

I already looked at Quantlib, which seems too complicated for me, since I just need some basic calculations (total loan cost, all loan rates in cost ...)

Many thanks!

Answer 1

When programming financial derivatives, I absolutely loved the resource of Bernt Arne Ødegaard:

http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/node1.html

You probably have what you want, and then some. If this is not the case, I must agree with James Black.

Answer 2

Try:

http://www.metasystems.no/downloads/index.html

- Meta Financial Functions 0.0.4

, ++ Meta Financial Functions 120 .

-: http://opensourcefinancialmodels.com

GPL3 : http://opensourcefinancialmodels.com/optionmatrix.tar.gz

Windows: http://opensourcefinancialmodels.com/installoptionmatrix.exe