QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Modules
Here is a list of all modules:
[detail level 12]
 Currencies and FX rates
 Date and time calculations
 Calendars
 Day counters
 Design patterns
 Financial instruments
 Finite-differences framework
 Lattice methods
 Math tools
 1-D Interpolations and corresponding traits
 One-dimensional solvers
 Optimizers
 Monte Carlo framework
 Numeric types
 Output manipulators
 Pricing engines
 Asian option engines
 Barrier option engines
 Basket option engines
 Cap/floor engines
 Cliquet option engines
 Forward option engines
 Quanto option engines
 Swaption engines
 Vanilla option engines
 QuantLib macros
 Debugging macros
 Numeric limits
 Short-rate modelling framework
 Stochastic processes
 Term structures
 Utilities