
We gratefully acknowledge contributions from Xavier Abulker, Toyin
Akin, Sercan Atalik, James Battle, Christopher Baus, Thomas Becker,
Adolfo Benin, Luca Berardi, David Binderman, Theo Boafo, Joe Byers,
Antoine Cellerier, Aurelien Chanudet, Yiping Chen, Warren Chou, Jon
Davidson, Daniele De Francesco, Piter Dias, Silvia Frasson, Matteo
Gallivanoni, Roman Gitlin, Richard Gould, Tomoya Kawanishi, Gary
Kennedy, Chris Kenyon, Allen Kuo, Paul Laderoute, James Lee, Gang
Liang, Roland Lichters, Robert Lopez, Andr Louw, John Maiden, Enrico
Michelotti, Tiziano Mller, Guillaume Pealat, Gilbert Peffer, Walter
Penschke, Gianni Piolanti, Fabio Ramponi, Peter Schmitteckert, David
Schwartz, Eugene Shevkoplyas, Maxim Sokolov, Marco Tarenghi, Charles
Whitmore, Bernd Johannes Wuebben, and Jeff Yu.

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.

