This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan

Wednesday, April 04, 2007


A bunch of European guys are maintaining this library for Financial engineering applications in C++. I didn't try it yet, but it seems to cover a lot of ground.

My first impression is that it doesn't have a comprehensive docs and might be difficult for novices.

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