Welcome to QuantLibD
QuantLibD is a comprehensive framework for quantitative finance featuring tools for pricing financial instruments, e.g. shares and derivatives, as well as tools for risk- and money-management. It is based on C++'s excellent QuantLib.
Axioms & Aspirations
QuantLibD is a rewrite of C++ QuantLib done entirely in D. It does not intend to redesign its original from the ground up. The general structure of the library as well as the set of features should be retained. A user familiar with the API of QuantLib should have no trouble using QuantLibD. However, some changes are inevitable to get the fullest out of the D features not present in C++.
QuantLibD is meant for D2 against Phobos standard library only. Currently compilation under Windows and Linux is tested; QuantLibD aspires to be an OS independent library.
You may use QuantLibD without permission, also commercially. Full license text.