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.
Berkeley DB XML is a native XML database engine for use within your product. Made available as a C++ library with language bindings for Java, Perl, Python, PHP, and Tcl, it integrates directly into your application (it is not a standalone database server). It provides XQuery access into a database of document containers. XML documents are stored and indexed in their native format using Berkeley DB as the transactional database engine.
Elektra is a universal hierarchical configuration store, similar to GConf and the Windows Registry. It allows programs to read and save their configurations with a consistent API, and allows them to be aware of other applications' configurations, leveraging easy application integration. While architecturally similar to other OS registries, Elektra does not have most of the problems found in those implementations. Elektra includes a library, an API, and commandline and GUI tools for administration tasks.