QuantLib is a cross-platform, quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. It is also wrapped as Python/Ruby/Scheme modules. Extensions for Excel, R, and Mathematica are available. Other such extensions are under consideration. QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on.
TinyScheme is a lightweight Scheme interpreter that implements as large a subset of R5RS as possible without getting very large and complicated. It is meant to be used as an embedded scripting interpreter for other programs. As such, it does not offer IDEs or extensive toolkits although it does sport a small top-level loop, included conditionally. A lot of functionality in TinyScheme is included conditionally, and it allows multiple interpreter states to coexist in the same program without any interference between them. Foreign functions in C can also be added and values can be defined in the Scheme environment.
Esra is a scriptable, scalable, and highly hackable molecular mechanics library for Java. Its primary purpose is the statistical analysis of trajectory data generated with packages such as GROMOS, GROMACS, or AMBER, but it can also be used as a standalone package for performing simple molecular dynamics and Monte-Carlo simulations. It can be scripted with Jython, Mathematica, or Matlab.