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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

OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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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