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.
Siag Office is a free office package which consists of the spreadsheet Siag, the word processor PW, the animation program Egon, the text editor XedPlus, the file manager Xfiler and the previewer Gvu. Siag is easy to use, yet infinitely flexible through multiple embedded interpreters and a plugin mechanism that allows other programs to run inside the main document. The supported interpreters are SIOD, Guile, Tcl, and Python.