bgpy

This is a python package.  It should work seamlessly with both standard CPython 
and IronPython.

System setup and dependencies: 
-  create an environment variable BGPY_DATADIR pointing to the directory 
   where bgpy will find data files (spreadsheets, flat files, sqlite  
   databases--not MySQL databases)
   BGPY_DATADIR does not have to be on PATH, PYTHONPATH or IRONPYTHONPATH
   (defaults to HOMEPATH if not defined
-  bgpy requires the modules xlrd and xlwt for manipulating *.xls files
   on Windows/IronPython make sure these are not installed as eggs (i.e.,
   don't use easy_install, install from source or use the Windows installer in 
   the Cheese Shop.)
-  QuantLib should be installed for IronPython and Python (C# and C++ bindings 
   respectively) in directories that are not on PATH or PYTHONPATH and defined
   in environment variables PYONLY and IPYONLY.
   
LICENSE
bgpy is available under an MIT License and incorporates QuantLib which is 
licensed under the modified BSD License (see below).

The MIT License

Copyright (c) 2010, BG Research LLC.

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in
all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
THE SOFTWARE.


QuantLib license info (see www.quantlib.org):
QuantLib is
    Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
    Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
    Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007 Ferdinando Ametrano

    Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
    Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

    Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd)

    Copyright (C) 2003, 2004, 2007 Neil Firth
    Copyright (C) 2003, 2004 Roman Gitlin
    Copyright (C) 2003 Niels Elken Sønderby
    Copyright (C) 2003 Kawanishi Tomoya

    Copyright (C) 2004 FIMAT Group
    Copyright (C) 2004 M-Dimension Consulting Inc.
    Copyright (C) 2004 Mike Parker
    Copyright (C) 2004 Walter Penschke
    Copyright (C) 2004 Gianni Piolanti
    Copyright (C) 2004, 2005, 2006, 2007 Klaus Spanderen
    Copyright (C) 2004 Jeff Yu

    Copyright (C) 2005, 2006 Toyin Akin
    Copyright (C) 2005 Sercan Atalik
    Copyright (C) 2005, 2006 Theo Boafo
    Copyright (C) 2005, 2006 Piter Dias
    Copyright (C) 2005 Gary Kennedy
    Copyright (C) 2005, 2006, 2007 Joseph Wang
    Copyright (C) 2005 Charles Whitmore

    Copyright (C) 2006, 2007 Banca Profilo S.p.A.
    Copyright (C) 2006, 2007 Marco Bianchetti
    Copyright (C) 2006 Yiping Chen
    Copyright (C) 2006, 2007 Warren Chou
    Copyright (C) 2006, 2007 Cristina Duminuco
    Copyright (C) 2006, 2007 Giorgio Facchinetti
    Copyright (C) 2006, 2007 Chiara Fornarola
    Copyright (C) 2006 Silvia Frasson
    Copyright (C) 2006 Richard Gould
    Copyright (C) 2006, 2007 Mark Joshi
    Copyright (C) 2006 Allen Kuo
    Copyright (C) 2006 Roland Lichters
    Copyright (C) 2006, 2007 Katiuscia Manzoni
    Copyright (C) 2006, 2007 Mario Pucci
    Copyright (C) 2006 François du Vignaud

    Copyright (C) 2007 Affine Group Limited

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

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


Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:

    Redistributions of source code must retain the above copyright notice,
    this list of conditions and the following disclaimer.

    Redistributions in binary form must reproduce the above copyright notice,
    this list of conditions and the following disclaimer in the documentation
    and/or other materials provided with the distribution.

    Neither the names of the copyright holders nor the names of the QuantLib
    Group and its contributors may be used to endorse or promote products
    derived from this software without specific prior written permission.


THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS OR CONTRIBUTORS BE LIABLE
FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.