QuantLib
http;//www.quantlib.org
QuantLib is
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
Copyright (C) 2002, 2003, 2004, 2005, 2006 Ferdinando Ametrano
Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd)
Copyright (C) 2003, 2004 Neil Firth
Copyright (C) 2003, 2004 Roman Gitlin
Copyright (C) 2003 Niels Elken Sønderby
Copyright (C) 2003 Kawanishi Tomoya
Copyright (C) 2004 FIMAT Group
Copyright (C) 2004 M-Dimension Consulting Inc.
Copyright (C) 2004 Mike Parker
Copyright (C) 2004 Walter Penschke
Copyright (C) 2004 Gianni Piolanti
Copyright (C) 2004, 2005, 2006 Klaus Spanderen
Copyright (C) 2004 Jeff Yu
Copyright (C) 2005, 2006 Toyin Akin
Copyright (C) 2005 Sercan Atalik
Copyright (C) 2005, 2006 Theo Boafo
Copyright (C) 2005, 2006 Piter Dias
Copyright (C) 2005 Gary Kennedy
Copyright (C) 2005, 2006 Joseph Wang
Copyright (C) 2005 Charles Whitmore
Copyright (C) 2006 Banca Profilo S.p.A.
Copyright (C) 2006 Marco Bianchetti
Copyright (C) 2006 Yiping Chen
Copyright (C) 2006 Warren Chou
Copyright (C) 2006 Cristina Duminuco
Copyright (C) 2006 Giorgio Facchinetti
Copyright (C) 2006 Chiara Fornarola
Copyright (C) 2006 Silvia Frasson
Copyright (C) 2006 Richard Gould
Copyright (C) 2006 Mark Joshi
Copyright (C) 2006 Allen Kuo
Copyright (C) 2006 Roland Lichters
Copyright (C) 2006 Katiuscia Manzoni
Copyright (C) 2006 Mario Pucci
QuantLib includes code taken from Peter Jäckel's book "Monte Carlo
Methods in Finance".
QuantLib includes software developed by the University of Chicago,
as Operator of Argonne National Laboratory.
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 QuantLib
Group and 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.
Copyright (c) 2003-2007 CapeTools - All Rights Reserved.
