1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
|
This is the Debian GNU/Linux quantlib-refman-html package of the
reference manual for the QuantLib quantitative finance
library. QuantLib is being written by the QuantLib group headed by
Ferdinando Ametrano (ferdinando@ametrano.net) as main upstream
coordinator (see Authors.txt).
This package was put together by Dirk Eddelbuettel <edd@debian.org> from
the original sources at
http://quantlib.org
http://sourceforge.net/project/showfiles.php?group_id=12740
As the upstream version of the manual is distributed as a tarball of
the html and png files, I re-created the Debian-style .tar.gz around
it in order to fit this into the Debian system of upstream source
distribution (which requires a tarball against which a diff can be
built). The only other change for the Debian package was the addition
of the debian/ files; also see the file changelog.Debian.
The QuantLib library is released under a XFree86-style / BSD / MIT license:
QuantLib is
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd)
Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009 Ferdinando Ametrano
Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009 StatPro Italia srl
Copyright (C) 2003, 2004, 2007 Neil Firth
Copyright (C) 2003, 2004 Roman Gitlin
Copyright (C) 2003 Niels Elken Sønderby
Copyright (C) 2003 Kawanishi Tomoya
Copyright (C) 2004 FIMAT Group
Copyright (C) 2004 M-Dimension Consulting Inc.
Copyright (C) 2004 Mike Parker
Copyright (C) 2004 Walter Penschke
Copyright (C) 2004 Gianni Piolanti
Copyright (C) 2004, 2005, 2006, 2007, 2008, 2009 Klaus Spanderen
Copyright (C) 2004 Jeff Yu
Copyright (C) 2005, 2006, 2008 Toyin Akin
Copyright (C) 2005 Sercan Atalik
Copyright (C) 2005, 2006 Theo Boafo
Copyright (C) 2005, 2006, 2007, 2009 Piter Dias
Copyright (C) 2005 Gary Kennedy
Copyright (C) 2005, 2006, 2007 Joseph Wang
Copyright (C) 2005 Charles Whitmore
Copyright (C) 2006, 2007 Banca Profilo S.p.A.
Copyright (C) 2006, 2007 Marco Bianchetti
Copyright (C) 2006 Yiping Chen
Copyright (C) 2006 Warren Chou
Copyright (C) 2006, 2007 Cristina Duminuco
Copyright (C) 2006, 2007 Giorgio Facchinetti
Copyright (C) 2006, 2007 Chiara Fornarola
Copyright (C) 2006 Silvia Frasson
Copyright (C) 2006 Richard Gould
Copyright (C) 2006, 2007, 2008, 2009 Mark Joshi
Copyright (C) 2006, 2007, 2008 Allen Kuo
Copyright (C) 2006, 2007, 2008, 2009 Roland Lichters
Copyright (C) 2006, 2007 Katiuscia Manzoni
Copyright (C) 2006, 2007 Mario Pucci
Copyright (C) 2006, 2007 François du Vignaud
Copyright (C) 2007 Affine Group Limited
Copyright (C) 2007 Richard Gomes
Copyright (C) 2007, 2008 Laurent Hoffmann
Copyright (C) 2007, 2008, 2009 Chris Kenyon
Copyright (C) 2007 Gang Liang
Copyright (C) 2008, 2009 Jose Aparicio
Copyright (C) 2008 Yee Man Chan
Copyright (C) 2008 Charles Chongseok Hyun
Copyright (C) 2008 Piero Del Boca
Copyright (C) 2008 Paul Farrington
Copyright (C) 2008 Lorella Fatone
Copyright (C) 2008, 2009 Andreas Gaida
Copyright (C) 2008 Marek Glowacki
Copyright (C) 2008 Florent Grenier
Copyright (C) 2008 Frank Hövermann
Copyright (C) 2008 Simon Ibbotson
Copyright (C) 2008 John Maiden
Copyright (C) 2008 Francesca Mariani
Copyright (C) 2008, 2009 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis
Copyright (C) 2008 Andrea Odetti
Copyright (C) 2008 J. Erik Radmall
Copyright (C) 2008 Maria Cristina Recchioni
Copyright (C) 2008, 2009 Ralph Schreyer
Copyright (C) 2008 Roland Stamm
Copyright (C) 2008 Francesco Zirilli
Copyright (C) 2009 Nathan Abbott
Copyright (C) 2009 Sylvain Bertrand
Copyright (C) 2009 Frédéric Degraeve
Copyright (C) 2009 Dirk Eddelbuettel
Copyright (C) 2009 Bernd Engelmann
Copyright (C) 2009 Liquidnet Holdings, Inc.
Copyright (C) 2009 Bojan Nikolic
Copyright (C) 2009 Dimitri Reiswich
Copyright (C) 2009 Sun Xiuxin
QuantLib 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.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
Redistributions of source code must retain the above copyright notice,
this list of conditions and the following disclaimer.
Redistributions in binary form must reproduce the above copyright notice,
this list of conditions and the following disclaimer in the documentation
and/or other materials provided with the distribution.
Neither the names of the copyright holders nor the names of the QuantLib
Group and its contributors may be used to endorse or promote products
derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS OR
CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
|
