QuantLib --- the free/open-source library for quantitative finance
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                        <http://quantlib.org>

QuantLib is Non-Copylefted Free Software.
QuantLib is OSI Certified Open Source Software.
OSI Certified is a certification mark of the Open Source Initiative.

Documentation for the QuantLib library is both online and downloadable in a
number of formats from <http://quantlib.org>.
You are going to need it. Trust us.

The project status is available at <http://quantlib.org>.

QuantLib depends on Boost <http://www.boost.org>. You will need to download,
build, and install Boost before compiling and using QuantLib.

Please report bugs using the Bug Tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>,
submit patches using the Patch Tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=312740>, and
request features using the Feature Request Tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=362740>.

You can also use the mailing lists <quantlib-users@lists.sourceforge.net> and
<quantlib-dev@lists.sourceforge.net> for feedback, questions, etc. The mailing
lists are for subscribers only, so please subscribe before posting.

If you are interested in participating in QuantLib development, please
send mail to Ferdinando Ametrano -- nando AT ametrano DOT net --
and/or Luigi Ballabio -- luigi DOT ballabio AT gmail DOT com --
describing your experience and interests.


============= ADDITIONAL INFORMATION =================

Installation instructions are available at
<http://quantlib.org/reference/install.html>.

A list of changes since the previous release is available in News.txt
(included in this distribution) while a list of past changes can be
browsed at <http://quantlib.org/reference/history.html>.

Known bugs are listed at <http://quantlib.org/reference/bug.html>.

A (hopefully growing) list of frequently-asked questions is available at
<http://quantlib.org/reference/faq.html>.

If you are willing to contribute and looking for a task, to-do items
are listed in <http://quantlib.org/reference/todo.html> and
<http://quantlib.org/reference/overview.html>.