The QuantLib Group

# Authors

The QuantLib Group members are:

- Ferdinando Ametrano, Banca IMI SpA, administrator
- Luigi Ballabio, StatPro Italia srl, administrator
- Marco Bianchetti, Banca IMI SpA
- Peter Caspers, Quaternion
- Nicolas Di Césaré
- Dirk Eddelbuettel
- Neil Firth, Mathematical Institute, University of Oxford
- Nicola Jean, StatPro Italia srl
- Chris Kenyon
- Roland Lichters
- Marco Marchioro, StatPro Italia srl
- Klaus Spanderen
- Joseph Wang

# Contributors

We gratefully acknowledge contributions from Nathan Abbott, Samad Abdessadki, Kakhkhor Abdijalilov, Xavier Abulker, Toyin Akin, Marius Akre, Mario Aleppo, Grzegorz Andruszkiewicz, Driss Aouad, Jose Aparicio, Sercan Atalik, Ahmed Ayadi, Lluis Pujol Bajador, Gerardo Ballabio, Nabila Barkati, Riccardo Barone, Clément Barret, Christopher Baus, Thomas Becker, Michaël Benguigui, Adolfo Benin, Hachemi Benyahia, Luca Berardi, Nicholas Bertocchi, Sylvain Bertrand, Manas Bhatt, David Binderman, Theo Boafo, Francois Botha, Delphine Bouthier, Fakher Braham, Joe Byers, Xavier Caron, Marine Casanova, Antoine Cellerier, Yee Man Chan, Aurelien Chanudet, Yiping Chen, Yanice Cherrak, Meryem Chibo, Warren Chou, Scott Condit, Marco Craveiro, Jon Davidson, Daniele De Francesco, Frédéric Degraeve, Piero Del Boca, Mike DelMedico, Piter Dias, Michael von den Driesch, Francis Duffy, Cristina Duminuco, Dirk Eddelbuettel, Faycal El Karaa, Bernd Engelmann, Giorgio Facchinetti, Matt Fair, Paul Farrington, Lorella Fatone, Luca Ferraro, Stefano Fondi, Chiara Fornarola, Silvia Frasson, Andreas Gaida, Matteo Gallivanoni, Lakshay Garg, Riccardo Ghetta, Paul Giltinan, Roman Gitlin, Nick Glass, Marek Glowacki, Richard Gomes, Johannes Göttker-Schnetmann, Henri Gough, Richard Gould, Florent Grenier, Matthias Groncki, Sebastien Gurrieri, Tawanda Gwena, Cavit Hafizoglu, Michael Heckl, Andres Hernandez, Chris Higgs, Laurent Hoffmann, Xiangyu Hong, Guillaume Horel, Benoît Houzelle, Frank Hövermann, Daniel Hrabovcak, Shen Hui, Charles Chongseok Hyun, Simon Ibbotson, Norbert Irmer, Mike Jake, Joseph Jeisman, Rahul Kanchi, Andrey Karpov, Michal Kaut, Tomoya Kawanishi, Gary Kennedy, Oleksandr Khomenko, Matt Knox, Andrew Kolesnikov, Silakhdar Krikeb, Nathan Kruck, Yan Kuang, Werner Kuerzinger, Oleg Kulkov, Allen Kuo, Paul Laderoute, Yasmine Lahlou, Alix Lassauzet, Fabien Le Floc'h, Fabrice Lecuyer, James Lee, Samuel Lerouge, Bernd Lewerenz. Patrick Lewis, Cheng Li, Gang Liang, Robert Lopez, André Louw, Matthias Lungwitz, Jasen Mackie, Joao Paulo Magalhaes, Jose Magana, Andrea Maggiulli, John Maiden, Katiuscia Manzoni, Francesca Mariani, Slava Mazur, Paolo Mazzocchi, Enrico Michelotti, Andre Miemiec, Raso Mirko, Radu Mondescu, Bart Mosley, Tiziano Müller, Dmitri Nesteruk, Billy Ng, Bojan Nikolic, Jean Nkeng, Robin Northcott, Nikolai Nowaczyk, Adrian O'Neill, Andrea Odetti, Mike Parker, Giorgio Pazmandi, Guillaume Pealat, Gilbert Peffer, Walter Penschke, Francesco Perissin, Robert Philipp, Marcello Pietrobon, Adrien Pinatton, Gianni Piolanti, Sebastian Poloczek, Nolan Potier, Mario Pucci, Ian Qsong, Paul Rädle, Alexandre Radicchi, J. Erik Radmall, Ilyas Rahbaoui, Fabio Ramponi, Maria Cristina Recchioni, Dimitri Reiswich, Sadruddin Rejeb, Martin Ross, Alessandro Roveda, Mohamed Amine Sadaoui, Amine Samani, Alpha Sanou Toure, Tamas Sashalmi, Peter Schmitteckert, Ralph Schreyer, David Schwartz, Giacomo Sergio, Simon Shakeshaft, Michael Sharpe, Kirill Shemyakin, Eugene Shevkoplyas, Enrico Sirola, Leon Sit, Wojciech Slusarski, Dale Smith, Tim Smith, Maxim Sokolov, Niels Elken Sønderby, Andreas Spengler, Roland Stamm, Edouard Tallent, Eisuke Tani, Marco Tarenghi, Ryan Taylor, Yue Tian, Jayanth R. Varma, François du Vignaud, Qingxiao Wang, Charles Whitmore, Stephen Wong, Krzysztof Wos, Bernd Johannes Wuebben, Sun Xiuxin, Frank Xue, Jeff Yu, Maddalena Zanzi, and Francesco Zirilli.

QuantLib also includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance".

QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory.