CODE LIBRARY

Library

Have just started organizing the code that I have written over the last 12 months. Sourceforge is the best thing to use for such purposes. Here is the link to 100 odd classes that I written for pricing derivatives. Need to comment Finite Difference code and upload it . May be I will do it over the labor day weekend.

Link to my QuantFin Library : Source Forge:Quantitative Finance C++ Library