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.
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
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