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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h1><a class="anchor" name="group">The QuantLib Group</a></h1><h2><a class="anchor" name="authors">
Authors</a></h2>
The QuantLib Group members are:<p>
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<li>Ferdinando Ametrano, Banca Caboto SpA, administrator</li><li>Luigi Ballabio, StatPro Italia srl, administrator</li><li>Mario Aleppo, StatPro Italia srl</li><li>Marco Bianchetti, Banca Caboto SpA</li><li>Nicolas Di Csar</li><li>Cristina Duminuco, Banca Caboto SpA</li><li>Dirk Eddelbuettel</li><li>Giorgio Facchinetti, Banca Caboto SpA</li><li>Neil Firth, Mathematical Institute, University of Oxford</li><li>Chiara Fornarola, Banca Caboto SpA</li><li>Nicola Jean, StatPro Italia srl</li><li>Katiuscia Manzoni, Banca Caboto SpA</li><li>Marco Marchioro, StatPro Italia srl</li><li>Mario Pucci, Banca Caboto SpA</li><li>Sadruddin Rejeb</li><li>Enrico Sirola, StatPro Italia srl</li><li>Klaus Spanderen</li><li>Niels Elken Snderby</li><li>Joseph Wang</li></ul>
<h2><a class="anchor" name="contributors">
Contributors</a></h2>
We gratefully acknowledge contributions from Xavier Abulker, Toyin Akin, Sercan Atalik, James Battle, Christopher Baus, Thomas Becker, Adolfo Benin, Luca Berardi, David Binderman, Theo Boafo, Joe Byers, Antoine Cellerier, Aurelien Chanudet, Yiping Chen, Warren Chou, Jon Davidson, Daniele De Francesco, Piter Dias, Silvia Frasson, Matteo Gallivanoni, Roman Gitlin, Richard Gould, Tomoya Kawanishi, Gary Kennedy, Allen Kuo, Roland Lichters, Andr Louw, Enrico Michelotti, Tiziano Mller, Gilbert Peffer, Walter Penschke, Gianni Piolanti, Fabio Ramponi, Peter Schmitteckert, David Schwartz, Eugene Shevkoplyas, Maxim Sokolov, Marco Tarenghi, Charles Whitmore, Bernd Johannes Wuebben, and Jeff Yu.<p>
QuantLib also includes code taken from Peter Jckel's book "Monte Carlo Methods in Finance".<p>
QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory.
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