quant stuff

Quantlib is "aimed at providing a comprehensive software framework for quantitative finance." Written in C++, with bindings to other languages like Python and Ruby.

"[M]any good quants are wasting their time writing C++ classes which have been already written thousands of times." I dunno; I'm not a rocket scientist, but if I have to do it I'd use Smalltalk or Common Lisp, not C++.

While googling for the etymology of the term "rocket scientist" in quantitative finance, I came across this interesting-looking site.