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.
Finance::Quote is a Perl module which can fetch on-line stock quotes, including those from American, European, Canadian and Australian markets. Information from a number of investment houses is also available. Features include currency lookups and conversions, automatic failover support, and loadable user modules.
activeQuant (formerly known as CCAPI) is a financial engineering and financial application library for Java. It provides interfaces for automated stock exchange trading through IB. Additionally, it provides functions to retrieve online data from various sources: IB, OpenTick, and Yahoo. It provides a comprehensive library of technical and mathematical indicator implementations, like MACD, SMA, EMA, RSI, Williams %R, Correlation, and more. It also has a Matlab interface.
Trad4 is a fully concurrent, thread safe, graph based programming language that scales linearly on multiple cores. It is initially intended for deployment in the financial industry to model real-time risk. Trad4 is proposed as an alternative to the Von Neumann model of computer architecture. It is a new way of arranging programs in memory and a new style of flow-of-control.