quantlib

the quantlib project has seemed interesting ever since i first found out about it. looks like many of the most of the lead developers are at banca imi, an italian investment bank. some others are at statpro, which provides data and analysis services. so it looks like at least some of the people involved are real pros in the business. i should take a more in-depth look some time. and there's a python binding! check out luigi's book as a great ref.