QuantLib License
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This License has been adopted to allow free use of QuantLib and its source, to make QuantLib flourish as a free-software/open-source project. It allows proprietary extensions to be commercialized.
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
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Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007 Ferdinando Ametrano
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Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
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Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
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Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd)
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Copyright (C) 2003, 2004, 2007 Neil Firth
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Copyright (C) 2003, 2004 Roman Gitlin
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Copyright (C) 2003 Niels Elken Sønderby
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Copyright (C) 2003 Kawanishi Tomoya
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Copyright (C) 2004 FIMAT Group
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Copyright (C) 2004 M-Dimension Consulting Inc.
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Copyright (C) 2004 Mike Parker
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Copyright (C) 2004 Walter Penschke
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Copyright (C) 2004 Gianni Piolanti
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Copyright (C) 2004, 2005, 2006, 2007 Klaus Spanderen
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Copyright (C) 2004 Jeff Yu
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Copyright (C) 2005, 2006 Toyin Akin
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Copyright (C) 2005 Sercan Atalik
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Copyright (C) 2005, 2006 Theo Boafo
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Copyright (C) 2005, 2006 Piter Dias
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Copyright (C) 2005 Gary Kennedy
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Copyright (C) 2005, 2006, 2007 Joseph Wang
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Copyright (C) 2005 Charles Whitmore
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Copyright (C) 2006, 2007 Banca Profilo S.p.A.
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Copyright (C) 2006, 2007 Marco Bianchetti
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Copyright (C) 2006 Yiping Chen
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Copyright (C) 2006, 2007 Warren Chou
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Copyright (C) 2006, 2007 Cristina Duminuco
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Copyright (C) 2006, 2007 Giorgio Facchinetti
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Copyright (C) 2006, 2007 Chiara Fornarola
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Copyright (C) 2006 Silvia Frasson
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Copyright (C) 2006 Richard Gould
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Copyright (C) 2006, 2007 Mark Joshi
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Copyright (C) 2006 Allen Kuo
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Copyright (C) 2006 Roland Lichters
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Copyright (C) 2006, 2007 Katiuscia Manzoni
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Copyright (C) 2006, 2007 Mario Pucci
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Copyright (C) 2006 François du Vignaud
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Copyright (C) 2007 Affine Group Limited
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QuantLib includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance".
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QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory.
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Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
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Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
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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.
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Neither the names of the copyright holders nor the names of the QuantLib Group and its contributors may be used to endorse or promote products derived from this software without specific prior written permission.
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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.
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