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A Free/Open-source Library for Quantitative Finance  
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
tsrf econometrics package  
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
IMSL C Numerical Libraries v3.0  
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
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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