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QuantLib is | ||
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl | ||
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Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré | ||
Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb | ||
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Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd) | ||
Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2014, 2015 Ferdinando Ametrano | ||
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Copyright (C) 2003 Kawanishi Tomoya | ||
Copyright (C) 2003 Niels Elken Sønderby | ||
Copyright (C) 2003, 2004 Roman Gitlin | ||
Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021 StatPro Italia srl | ||
Copyright (C) 2003, 2004, 2007 Neil Firth | ||
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Copyright (C) 2004 FIMAT Group | ||
Copyright (C) 2004 Gianni Piolanti | ||
Copyright (C) 2004 Jeff Yu | ||
Copyright (C) 2004 M-Dimension Consulting Inc. | ||
Copyright (C) 2004 Mike Parker | ||
Copyright (C) 2004 Walter Penschke | ||
Copyright (C) 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021 Klaus Spanderen | ||
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Copyright (C) 2005 Charles Whitmore | ||
Copyright (C) 2005 Sercan Atalik | ||
Copyright (C) 2005, 2006 Theo Boafo | ||
Copyright (C) 2005, 2006, 2007 Joseph Wang | ||
Copyright (C) 2005, 2006, 2007, 2009 Piter Dias | ||
Copyright (C) 2005, 2006, 2008 Toyin Akin | ||
Copyright (C) 2005, 2013 Gary Kennedy | ||
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Copyright (C) 2006 Richard Gould | ||
Copyright (C) 2006 Silvia Frasson | ||
Copyright (C) 2006 Warren Chou | ||
Copyright (C) 2006 Yiping Chen | ||
Copyright (C) 2006, 2007 Banca Profilo S.p.A. | ||
Copyright (C) 2006, 2007 Chiara Fornarola | ||
Copyright (C) 2006, 2007 Cristina Duminuco | ||
Copyright (C) 2006, 2007 François du Vignaud | ||
Copyright (C) 2006, 2007 Giorgio Facchinetti | ||
Copyright (C) 2006, 2007 Katiuscia Manzoni | ||
Copyright (C) 2006, 2007 Marco Bianchetti | ||
Copyright (C) 2006, 2007 Mario Pucci | ||
Copyright (C) 2006, 2007, 2008 Allen Kuo | ||
Copyright (C) 2006, 2007, 2008, 2009, 2010 Mark Joshi | ||
Copyright (C) 2006, 2007, 2008, 2009, 2012 Roland Lichters | ||
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Copyright (C) 2007 Affine Group Limited | ||
Copyright (C) 2007 Gang Liang | ||
Copyright (C) 2007 Richard Gomes | ||
Copyright (C) 2007, 2008 Laurent Hoffmann | ||
Copyright (C) 2007, 2008, 2009, 2010, 2011 Chris Kenyon | ||
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Copyright (C) 2008 Florent Grenier | ||
Copyright (C) 2008 Francesca Mariani | ||
Copyright (C) 2008 Francesco Zirilli | ||
Copyright (C) 2008 Frank Hövermann | ||
Copyright (C) 2008 J. Erik Radmall | ||
Copyright (C) 2008 John Maiden | ||
Copyright (C) 2008 Lorella Fatone | ||
Copyright (C) 2008 Marek Glowacki | ||
Copyright (C) 2008 Maria Cristina Recchioni | ||
Copyright (C) 2008 Paul Farrington | ||
Copyright (C) 2008 Piero Del Boca | ||
Copyright (C) 2008 Roland Stamm | ||
Copyright (C) 2008 Simon Ibbotson | ||
Copyright (C) 2008 Yee Man Chan | ||
Copyright (C) 2008, 2009 Andrea Odetti | ||
Copyright (C) 2008, 2009 Andreas Gaida | ||
Copyright (C) 2008, 2009, 2010, 2011, 2012, 2014 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis | ||
Copyright (C) 2008, 2009, 2012, 2014 Ralph Schreyer | ||
Copyright (C) 2008, 2009, 2014, 2015, 2016 Jose Aparicio | ||
Copyright (C) 2008, 2011 Charles Chongseok Hyun | ||
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Copyright (C) 2009 Bernd Engelmann | ||
Copyright (C) 2009 Bojan Nikolic | ||
Copyright (C) 2009 Dirk Eddelbuettel | ||
Copyright (C) 2009 Frédéric Degraeve | ||
Copyright (C) 2009 Nathan Abbott | ||
Copyright (C) 2009 Sun Xiuxin | ||
Copyright (C) 2009 Sylvain Bertrand | ||
Copyright (C) 2009, 2010 Dimitri Reiswich | ||
Copyright (C) 2009, 2010, 2012 Liquidnet Holdings, Inc. | ||
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Copyright (C) 2010 Adrian O' Neill | ||
Copyright (C) 2010 Alessandro Roveda | ||
Copyright (C) 2010 DeriveXperts SAS | ||
Copyright (C) 2010 Hachemi Benyahia | ||
Copyright (C) 2010 Kakhkhor Abdijalilov | ||
Copyright (C) 2010 Manas Bhatt | ||
Copyright (C) 2010 Michael Heckl | ||
Copyright (C) 2010 Robert Philipp | ||
Copyright (C) 2010 Slava Mazur | ||
Copyright (C) 2010 SunTrust Bank | ||
Copyright (C) 2010, 2011, 2012, 2013 Andre Miemiec | ||
Copyright (C) 2010, 2014 Cavit Hafizoglu | ||
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Copyright (C) 2011, 2013, 2014 Fabien Le Floc'h | ||
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Copyright (C) 2012 Mateusz Kapturski | ||
Copyright (C) 2012 Samuel Tebege | ||
Copyright (C) 2012 Simon Shakeshaft | ||
Copyright (C) 2012 Édouard Tallent | ||
Copyright (C) 2012, 2013 Grzegorz Andruszkiewicz | ||
Copyright (C) 2012, 2013, 2014, 2015, 2016, 2017, 2018 Peter Caspers | ||
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Copyright (C) 2013 BGC Partners L.P. | ||
Copyright (C) 2013 Chris Higgs | ||
Copyright (C) 2013 Yue Tian | ||
Copyright (C) 2013, 2014, 2015 Cheng Li | ||
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Copyright (C) 2014 Michal Kaut | ||
Copyright (C) 2014, 2015 Bernd Lewerenz | ||
Copyright (C) 2014, 2015 Johannes Göttker-Schnetmann | ||
Copyright (C) 2014, 2015 Thema Consulting SA | ||
Copyright (C) 2014, 2015, 2016 Michael von den Driesch | ||
Copyright (C) 2014, 2015, 2016 Paolo Mazzocchi | ||
Copyright (C) 2014, 2017 Francois Botha | ||
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Copyright (C) 2015 CompatibL | ||
Copyright (C) 2015 Dmitri Nesteruk | ||
Copyright (C) 2015 Maddalena Zanzi | ||
Copyright (C) 2015 Riccardo Barone | ||
Copyright (C) 2015, 2016 Andres Hernandez | ||
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Copyright (C) 2016 Nicholas Bertocchi | ||
Copyright (C) 2016 Quaternion Risk Management Ltd | ||
Copyright (C) 2016 Stefano Fondi | ||
Copyright (C) 2016, 2017 Fabrice Lecuyer | ||
Copyright (C) 2016, 2019, 2020 Eisuke Tani | ||
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Copyright (C) 2017 BN Algorithms Ltd | ||
Copyright (C) 2017 Joseph Jeisman | ||
Copyright (C) 2017 Oleg Kulkov | ||
Copyright (C) 2017 Paul Giltinan | ||
Copyright (C) 2017 Werner Kuerzinger | ||
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Copyright (C) 2018 Alexey Indiryakov | ||
Copyright (C) 2018 Jose Garcia | ||
Copyright (C) 2018 Matthias Groncki | ||
Copyright (C) 2018 Matthias Lungwitz | ||
Copyright (C) 2018 Roy Zywina | ||
Copyright (C) 2018 Sebastian Schlenkrich | ||
Copyright (C) 2018 Tom Anderson | ||
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Copyright (C) 2019 Aprexo Limited | ||
Copyright (C) 2019 SoftSolutions! S.r.l. | ||
Copyright (C) 2019 Wojciech Ślusarski | ||
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Copyright (C) 2020 Kline s.r.l. | ||
Copyright (C) 2020 Leonardo Arcari | ||
Copyright (C) 2020 Piotr Siejda | ||
Copyright (C) 2020, 2021 Jack Gillett | ||
Copyright (C) 2020, 2021 Lew Wei Hao | ||
Copyright (C) 2020, 2021, 2022 Marcin Rybacki | ||
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Copyright (C) 2021 Anubhav Pandey | ||
Copyright (C) 2021 Magnus Mencke | ||
Copyright (C) 2021, 2022 Ralf Konrad Eckel | ||
Copyright (C) 2021, 2022 Skandinaviska Enskilda Banken AB (publ) | ||
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Copyright (C) 2022 Jonghee Lee | ||
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QuantLib includes code taken from Peter Jäckel's book "Monte Carlo | ||
Methods in Finance". | ||
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QuantLib includes software developed by the University of Chicago, | ||
as Operator of Argonne National Laboratory. | ||
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QuantLib includes a set of numbers provided by Stephen Joe and Frances | ||
Kuo under a BSD-style license. | ||
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Redistribution and use in source and binary forms, with or without | ||
modification, are permitted provided that the following conditions are met: | ||
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Redistributions of source code must retain the above copyright notice, | ||
this list of conditions and the following disclaimer. | ||
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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. | ||
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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. | ||
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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. |