Python bindings for the OREAnalytics library
Project description
Copyright (C) 2018-2020 Quaternion Risk Management Ltd.
Copyright (C) 2021-2022 Acadia Inc.
All rights reserved.
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 Open Source
Risk Group or 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
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Classifier: Development Status :: 5 - Production/Stable Classifier: Environment :: Console Classifier: Intended Audience :: Developers Classifier: Intended Audience :: End Users/Desktop Classifier: License :: OSI Approved :: BSD License Classifier: Natural Language :: English Classifier: Operating System :: Microsoft :: Windows Classifier: Operating System :: POSIX Classifier: Operating System :: Unix Classifier: Operating System :: MacOS Classifier: Programming Language :: C++ Classifier: Programming Language :: Python Classifier: Topic :: Scientific/Engineering
OREAnalytics (http://opensourcerisk.org/) is a C++ library for financial quantitative analysts and developers, aimed at providing a comprehensive software framework for quantitative finance.
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