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.
The GNOME Structured File Library is a utility library for reading and writing structured file formats. Support for MS OLE2 streams is complete, as is zip import. There is also support for document metadata and some initial work on decompressing VBA streams in OLE files for future conversion to other languages. This library replaces libole2 and is used in gnumeric, mrproject, abiword, libwv2, koffice. It is also part of the AAF format.