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LICENSE.TXT
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LICENSE.TXT
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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, 2010, 2011, 2012, 2014, 2015 Ferdinando Ametrano
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
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
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
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
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
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
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.
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
Copyright (C) 2011, 2013, 2014 Fabien Le Floc'h
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
Copyright (C) 2013 BGC Partners L.P.
Copyright (C) 2013 Chris Higgs
Copyright (C) 2013 Yue Tian
Copyright (C) 2013, 2014, 2015 Cheng Li
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
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
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
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
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
Copyright (C) 2019 Aprexo Limited
Copyright (C) 2019 SoftSolutions! S.r.l.
Copyright (C) 2019 Wojciech Ślusarski
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
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)
Copyright (C) 2022 Jonghee Lee
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.
QuantLib includes a set of numbers provided by Stephen Joe and Frances
Kuo under a BSD-style license.
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.