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Do you know of a good open source financial library written in C (preferably) or C++?
I already looked at Quantlib, which seems too complicated for me, since I just want some basic computations (total cost of credit, all in-cost credit rate…)
Thank you very much!
When programming for financial derivatives, I absolutely loved Bernt Arne Ødegaard’s resource here:
http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/node1.html
It probably has what you want, and then some. If it doesn’t, I have to agree with James Black.