This is the Debian GNU/Linux quantlib-refman-html package of the reference manual for the QuantLib quantitative finance library. QuantLib is being written by the QuantLib group headed by Ferdinando Ametrano (ferdinando@ametrano.net) as main upstream coordinator (see Authors.txt). This package was put together by Dirk Eddelbuettel from the original sources at http://quantlib.org http://sourceforge.net/project/showfiles.php?group_id=12740 As the upstream version of the manual is distributed as a tarball of the html and png files, I re-created the Debian-style .tar.gz around it in order to fit this into the Debian system of upstream source distribution (which requires a tarball against which a diff can be built). The only other change for the Debian package was the addition of the debian/ files; also see the file changelog.Debian. The QuantLib library is released under a XFree86-style / BSD / MIT license: QuantLib is Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd) Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009 Ferdinando Ametrano Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009 StatPro Italia srl Copyright (C) 2003, 2004, 2007 Neil Firth Copyright (C) 2003, 2004 Roman Gitlin Copyright (C) 2003 Niels Elken Sønderby Copyright (C) 2003 Kawanishi Tomoya Copyright (C) 2004 FIMAT Group Copyright (C) 2004 M-Dimension Consulting Inc. Copyright (C) 2004 Mike Parker Copyright (C) 2004 Walter Penschke Copyright (C) 2004 Gianni Piolanti Copyright (C) 2004, 2005, 2006, 2007, 2008, 2009 Klaus Spanderen Copyright (C) 2004 Jeff Yu Copyright (C) 2005, 2006, 2008 Toyin Akin Copyright (C) 2005 Sercan Atalik Copyright (C) 2005, 2006 Theo Boafo Copyright (C) 2005, 2006, 2007, 2009 Piter Dias Copyright (C) 2005 Gary Kennedy Copyright (C) 2005, 2006, 2007 Joseph Wang Copyright (C) 2005 Charles Whitmore Copyright (C) 2006, 2007 Banca Profilo S.p.A. Copyright (C) 2006, 2007 Marco Bianchetti Copyright (C) 2006 Yiping Chen Copyright (C) 2006 Warren Chou Copyright (C) 2006, 2007 Cristina Duminuco Copyright (C) 2006, 2007 Giorgio Facchinetti Copyright (C) 2006, 2007 Chiara Fornarola Copyright (C) 2006 Silvia Frasson Copyright (C) 2006 Richard Gould Copyright (C) 2006, 2007, 2008, 2009 Mark Joshi Copyright (C) 2006, 2007, 2008 Allen Kuo Copyright (C) 2006, 2007, 2008, 2009 Roland Lichters Copyright (C) 2006, 2007 Katiuscia Manzoni Copyright (C) 2006, 2007 Mario Pucci Copyright (C) 2006, 2007 François du Vignaud Copyright (C) 2007 Affine Group Limited Copyright (C) 2007 Richard Gomes Copyright (C) 2007, 2008 Laurent Hoffmann Copyright (C) 2007, 2008, 2009 Chris Kenyon Copyright (C) 2007 Gang Liang Copyright (C) 2008, 2009 Jose Aparicio Copyright (C) 2008 Yee Man Chan Copyright (C) 2008 Charles Chongseok Hyun Copyright (C) 2008 Piero Del Boca Copyright (C) 2008 Paul Farrington Copyright (C) 2008 Lorella Fatone Copyright (C) 2008, 2009 Andreas Gaida Copyright (C) 2008 Marek Glowacki Copyright (C) 2008 Florent Grenier Copyright (C) 2008 Frank Hövermann Copyright (C) 2008 Simon Ibbotson Copyright (C) 2008 John Maiden Copyright (C) 2008 Francesca Mariani Copyright (C) 2008, 2009 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis Copyright (C) 2008 Andrea Odetti Copyright (C) 2008 J. Erik Radmall Copyright (C) 2008 Maria Cristina Recchioni Copyright (C) 2008, 2009 Ralph Schreyer Copyright (C) 2008 Roland Stamm Copyright (C) 2008 Francesco Zirilli Copyright (C) 2009 Nathan Abbott Copyright (C) 2009 Sylvain Bertrand Copyright (C) 2009 Frédéric Degraeve Copyright (C) 2009 Dirk Eddelbuettel Copyright (C) 2009 Bernd Engelmann Copyright (C) 2009 Liquidnet Holdings, Inc. Copyright (C) 2009 Bojan Nikolic Copyright (C) 2009 Dimitri Reiswich Copyright (C) 2009 Sun Xiuxin QuantLib includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance". QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 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. 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. 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.