
We gratefully acknowledge contributions from Nathan Abbott, Xavier
Abulker, Toyin Akin, Mario Aleppo, Jose Aparicio, Sercan Atalik,
Christopher Baus, Thomas Becker, Adolfo Benin, Luca Berardi, Sylvain
Bertrand, David Binderman, Theo Boafo, Joe Byers, Antoine Cellerier,
Yee Man Chan, Aurelien Chanudet, Yiping Chen, Warren Chou, Jon
Davidson, Daniele De Francesco, Frdric Degraeve, Piero Del Boca,
Piter Dias, Cristina Duminuco, Dirk Eddelbuettel, Bernd Engelmann,
Giorgio Facchinetti, Paul Farrington, Lorella Fatone, Luca Ferraro,
Chiara Fornarola, Silvia Frasson, Andreas Gaida, Matteo Gallivanoni,
Roman Gitlin, Marek Glowacki, Richard Gomes, Richard Gould, Florent
Grenier, Michael Heckl, Laurent Hoffmann, Frank Hvermann, Charles
Chongseok Hyun, Simon Ibbotson, Tomoya Kawanishi, Gary Kennedy, Matt
Knox, Andrew Kolesnikov, Silakhdar Krikeb, Yan Kuang, Allen Kuo, Paul
Laderoute, James Lee, Gang Liang, Robert Lopez, Andr Louw, John
Maiden, Katiuscia Manzoni, Francesca Mariani, Slava Mazur, Enrico
Michelotti, Radu Mondescu, Bart Mosley, Tiziano Mller, Bojan Nikolic,
Jean Nkeng, Adrian O'Neill, Andrea Odetti, Mike Parker, Guillaume
Pealat, Gilbert Peffer, Walter Penschke, Adrien Pinatton, Gianni
Piolanti, Mario Pucci, J. Erik Radmall, Fabio Ramponi, Maria Cristina
Recchioni, Dimitri Reiswich, Sadruddin Rejeb, Alpha Sanou Toure, Tamas
Sashalmi, Peter Schmitteckert, Ralph Schreyer, David Schwartz, Eugene
Shevkoplyas, Enrico Sirola, Maxim Sokolov, Niels Elken Snderby,
Andreas Spengler, Roland Stamm, Marco Tarenghi, Franois du Vignaud,
Charles Whitmore, Bernd Johannes Wuebben, Sun Xiuxin, Jeff Yu, and
Francesco Zirilli.

QuantLib includes code taken from Peter Jckel's book "Monte Carlo
Methods in Finance".

QuantLib includes software developed by the University of Chicago,
as Operator of Argonne National Laboratory.

