### A free/open-source library for quantitative finance

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
- 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, Jose Aparicio, Sercan Atalik, Lluis Pujol Bajador, Clément Barret, Christopher Baus, Thomas Becker, Michaël Benguigui, Adolfo Benin, Hachemi Benyahia, Luca Berardi, Sylvain Bertrand, Manas Bhatt, David Binderman, Theo Boafo, Delphine Bouthier, Fakher Braham, Joe Byers, Xavier Caron, Marine Casanova, Peter Caspers, Antoine Cellerier, Yee Man Chan, Aurelien Chanudet, Yiping Chen, Yanice Cherrak, Meryem Chibo, Warren Chou, Jon Davidson, Daniele De Francesco, Frédéric Degraeve, Piero Del Boca, Piter Dias, Cristina Duminuco, Dirk Eddelbuettel, Bernd Engelmann, Giorgio Facchinetti, Matt Fair, Paul Farrington, Lorella Fatone, Luca Ferraro, Chiara Fornarola, Silvia Frasson, Andreas Gaida, Matteo Gallivanoni, Roman Gitlin, Marek Glowacki, Richard Gomes, Richard Gould, Florent Grenier, Cavit Hafizoglu, Michael Heckl, Laurent Hoffmann, Benoît Houzelle, Frank Hövermann, Charles Chongseok Hyun, Simon Ibbotson, Norbert Irmer, Rahul Kanchi, Tomoya Kawanishi, Gary Kennedy, Matt Knox, Andrew Kolesnikov, Silakhdar Krikeb, Yan Kuang, Allen Kuo, Paul Laderoute, Yasmine Lahlou, Fabien Le Floc'h, James Lee, Samuel Lerouge, Gang Liang, Robert Lopez, André Louw, John Maiden, Katiuscia Manzoni, Francesca Mariani, Slava Mazur, Enrico Michelotti, Radu Mondescu, Bart Mosley, Tiziano Müller, Bojan Nikolic, Jean Nkeng, Adrian O'Neill, Andrea Odetti, Mike Parker, Guillaume Pealat, Gilbert Peffer, Walter Penschke, Francesco Perissin, Robert Philipp, Adrien Pinatton, Gianni Piolanti, Mario Pucci, J. Erik Radmall, Fabio Ramponi, Maria Cristina Recchioni, Dimitri Reiswich, Sadruddin Rejeb, Alessandro Roveda, Mohamed Amine Sadaoui, Amine Samani, Alpha Sanou Toure, Tamas Sashalmi, Peter Schmitteckert, Ralph Schreyer, David Schwartz, Eugene Shevkoplyas, Enrico Sirola, Leon Sit, Maxim Sokolov, Niels Elken Sønderby, Andreas Spengler, Roland Stamm, Marco Tarenghi, François du Vignaud, Charles Whitmore, Stephen Wong, Bernd Johannes Wuebben, Sun Xiuxin, Jeff Yu, 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.