MonteCarlito is a free Excel-add-in (Windows and OS X) to do Monte-Carlo-simulations. It features statistical analysis of simulation runs (mean, median, standard error, and skewness), histograms, direct output to an Excel spreadsheet, and a high-speed simulation mode with minimized windows.
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.
PLOTICUS is a command line utility for creating bar, line, pie, boxplot, scatterplot, sweep, heatmap, vector, timeline, Venn diagrams, and other types of charts and plots. ploticus is good for automated or just-in-time graph generation. It handles date, time, and categorical data nicely, and has some basic statistical capabilities. It can output to GIF, PNG, SVG, SWF, JPEG, PostScript, EPS, and X11. You can use convenient preset options or create complex scripts with rich and detailed color and style operations.