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A Free/Open-source Library for Quantitative Finance Update Link / Bad Link? 
The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C++ with a clean object model, and is then exported to different languages such as Python, Ruby, and Scheme.
Submitted Aug 20, 2004
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tsrf econometrics package Update Link / Bad Link? 
tsrf is an econometrics shell for distribution dynamics, vector autoregression, and random fields analysis. It includes over 5 megabytes C source code and a 150-plus page manual. The shell comes with a command-line editor interface and Postscript graphics generator.
Submitted Apr 29, 2000
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Loan Calculator Update Link / Bad Link? 
Loan Calculator is a cgi application that will calculate either payment or principal information , based on the user's selection. It will also generate a loan amortization table.
Submitted Feb 19, 2000
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IMSL C Numerical Libraries v3.0 Update Link / Bad Link? 
CNL is written in C for C programmers and based on the world's most widely used IMSL subroutines. CNL includes: Partial differential equation support along with additions for sparse and band matrices, Expanded statistical functions, eorganized and expanded documentation, and much more.
Submitted Apr 29, 2000
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MLE++ and MLEQuick Update Link / Bad Link? 
Cahill Software offers MLE++ - Maximum Likelihood Estimation packages in C++ for cross section models, and custom programming in C++ or SAS.
Submitted Apr 29, 2000
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LibOFX Update Link / Bad Link? 
This is the LibOFX library. It is a parser and an API designed to allow applications to very easily support OFX command responses, usually provided by financial institutions for statement downloads. To my knowledge, it is the first working OpenSource implementation of the OFX (Open Financial eXchange) specification on the client side.
Submitted Aug 20, 2004
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