Financial library for C/C++

Question

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!

Answer 1

When programming for financial derivatives, I absolutely loved Bernt Arne Ødegaard's resource here:

http://finance.bi.no/~bernt/gcc%5Fprog/recipes/recipes/node1.html

It probably has what you want, and then some. If it doesn't, I have to agree with James Black.