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"What seems to be standard practice is to use quantlib as a module which is used as part of an in-house module. Usually to make third party software work with i
by nwhitehe 14y ago
"What seems to be standard practice is to use quantlib as a module which is used as part of an in-house module. Usually to make third party software work with internal systems takes a lot of masking tape and sledge hammers."
- twofish, on the Wilmott forum, 2005