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An Open Source financial library http://riskquantify.com/
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This is Risk Quantify, an Open Source Financial Risk Management framework. Risk Quantify is an open source financial library, with a focus on managing the risk of financial instruments. The aim of this project is to provide people working in the financial industry with a good base to use in building their own applications. Risk Quantify provides pricing routines, term structure building and management, calendar routines, asset management routines and more. Please see the docs directory in the Risk Quantify distribution for more info, or the website http://www.riskquantify.org