THIRD-PARTY-NOTICES
aadc-quantlib
======================================================================

Third-party software incorporated into the distributed aadc-quantlib
Python wheels. This file lists the third-party components those wheels
redistribute, and reproduces the licence and notice text each of them
requires or carries.

======================================================================
1. WHAT THIS COVERS
======================================================================

The aadc-quantlib wheels for Linux (x86-64 and aarch64), macOS (arm64)
and Windows (x64). Each wheel contains:

  - aadc_quantlib/QuantLib.py -- the SWIG-generated Python API;
  - aadc_quantlib/__init__.py -- QuantLib-SWIG's package initialiser,
    redistributed as source;
  - aadc_quantlib/_aadc_bootstrap.py -- MatLogica code;
  - the compiled extension module -- _QuantLib.<abi>.so, _QuantLib.so
    or _QuantLib.pyd;
  - on Linux and macOS, a compiled QuantLib library beside it
    (libQuantLib-<hash>.so.1.38.0, libQuantLib.1.38.0.dylib). On
    Windows QuantLib is linked statically into the extension and there
    is no separate library file.

Distributing any of these is redistribution in binary form, and for
__init__.py also in source form. The conditions this engages are
reproduced in section 3.

The version of the QuantLib image a wheel carries is recorded in the
library's own file name on Linux and macOS. The version of SWIG that
generated the wrapper is recorded in the first lines of the shipped
aadc_quantlib/QuantLib.py.

The AADC-NG runtime library is NOT redistributed by this package --
see section 5. Its own third-party notices ship with the aadc
distribution and are not restated here.

======================================================================
2. INVENTORY
======================================================================

QuantLib 1.38
      reaches the wheel: compiled library, bundled (Linux, macOS) or
      statically linked (Windows)
      licence: BSD-style, 3 conditions
      notice required? Yes

QuantLib-SWIG 1.38
      reaches the wheel: __init__.py as source; interface definitions
      via generated wrapper
      licence: BSD-style, 3 conditions
      notice required? Yes

MINPACK (Argonne; C translation by Steve Moshier)
      reaches the wheel: compiled into QuantLib
      licence: BSD-style + acknowledgement
      notice required? Yes

Peter Jäckel, "Monte Carlo Methods in Finance"
      reaches the wheel: compiled into QuantLib
      licence: permissive, notice preserved
      notice required? Yes

Mersenne Twister MT19937
      reaches the wheel: compiled into QuantLib
      licence: BSD-3-Clause
      notice required? Yes

Sun Microsystems / SunPro erf
      reaches the wheel: compiled into QuantLib
      licence: permissive, notice preserved
      notice required? Yes

Joe-Kuo Sobol direction numbers
      reaches the wheel: compiled into QuantLib
      licence: BSD-3-Clause
      notice required? Yes

NIST TNT (SVD)
      reaches the wheel: compiled into QuantLib
      licence: US Government work, public domain
      notice required? No condition; acknowledgement requested

xoshiro256** / splitmix64
      reaches the wheel: compiled into QuantLib
      licence: CC0 1.0
      notice required? No

Boost (headers)
      reaches the wheel: compiled into the shipped binaries; no Boost
      binary is redistributed
      licence: BSL-1.0
      notice required? Object-code exception applies to its notice
      condition; reproduced regardless

SWIG (library / runtime support)
      reaches the wheel: compiled into the extension; SWIG output
      shipped as QuantLib.py
      licence: see SWIG's LICENSE
      notice required? No

Section 6 lists attribution statements that the QuantLib sources carry
for algorithms QuantLib implements, where no separate licence text
accompanies them. Section 5 lists what this package does NOT
redistribute.

======================================================================
3. LICENCE TEXTS
======================================================================

Every licence text in this section is reproduced verbatim. Where a
notice is carried inside a C++ source file rather than in a licence
file of its own, the surrounding comment markers, any whitespace
attached to them, and the common leading indentation of the comment
block have been removed; the words, their order, their line breaks and
their internal indentation are unchanged.

----------------------------------------------------------------------
3.1 QuantLib
----------------------------------------------------------------------

Purpose. The financial-library core of this package. Every pricing
engine, term structure, calendar and day counter in the wrapped API is
QuantLib code.

Origin. QuantLib 1.38, built with QuantLib's Real typedef bound to the
AADC-NG active type. Redistributed as a compiled library: on Linux as
aadc_quantlib.libs/libQuantLib-<hash>.so.1.38.0, on macOS as
aadc_quantlib/libQuantLib.1.38.0.dylib, and on Windows linked
statically into aadc_quantlib/_QuantLib.pyd.

Licence. The QuantLib licence -- a three-clause BSD-style licence
preceded by the list of QuantLib copyright holders and by QuantLib's
own third-party acknowledgements. Reproduced below in full, as the
file LICENSE.TXT of the QuantLib sources this package is built from.

Notice required? Yes -- binary form, condition 2.

  --- begin verbatim text ---

QuantLib is
    Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

    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) 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2014, 2015 Ferdinando Ametrano

    Copyright (C) 2003 Kawanishi Tomoya
    Copyright (C) 2003 Niels Elken Sønderby
    Copyright (C) 2003, 2004 Roman Gitlin
    Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021 StatPro Italia srl
    Copyright (C) 2003, 2004, 2007 Neil Firth

    Copyright (C) 2004 FIMAT Group
    Copyright (C) 2004 Gianni Piolanti
    Copyright (C) 2004 Jeff Yu
    Copyright (C) 2004 M-Dimension Consulting Inc.
    Copyright (C) 2004 Mike Parker
    Copyright (C) 2004 Walter Penschke
    Copyright (C) 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024, 2025 Klaus Spanderen

    Copyright (C) 2005 Charles Whitmore
    Copyright (C) 2005 Sercan Atalik
    Copyright (C) 2005, 2006 Theo Boafo
    Copyright (C) 2005, 2006, 2007 Joseph Wang
    Copyright (C) 2005, 2006, 2007, 2009 Piter Dias
    Copyright (C) 2005, 2006, 2008 Toyin Akin
    Copyright (C) 2005, 2013 Gary Kennedy

    Copyright (C) 2006 Richard Gould
    Copyright (C) 2006 Silvia Frasson
    Copyright (C) 2006 Warren Chou
    Copyright (C) 2006 Yiping Chen
    Copyright (C) 2006, 2007 Banca Profilo S.p.A.
    Copyright (C) 2006, 2007 Chiara Fornarola
    Copyright (C) 2006, 2007 Cristina Duminuco
    Copyright (C) 2006, 2007 François du Vignaud
    Copyright (C) 2006, 2007 Giorgio Facchinetti
    Copyright (C) 2006, 2007 Katiuscia Manzoni
    Copyright (C) 2006, 2007 Marco Bianchetti
    Copyright (C) 2006, 2007 Mario Pucci
    Copyright (C) 2006, 2007, 2008 Allen Kuo
    Copyright (C) 2006, 2007, 2008, 2009, 2010 Mark Joshi
    Copyright (C) 2006, 2007, 2008, 2009, 2012 Roland Lichters

    Copyright (C) 2007 Affine Group Limited
    Copyright (C) 2007 Gang Liang
    Copyright (C) 2007 Richard Gomes
    Copyright (C) 2007, 2008 Laurent Hoffmann
    Copyright (C) 2007, 2008, 2009, 2010, 2011 Chris Kenyon

    Copyright (C) 2008 Florent Grenier
    Copyright (C) 2008 Francesca Mariani
    Copyright (C) 2008 Francesco Zirilli
    Copyright (C) 2008 Frank Hövermann
    Copyright (C) 2008 J. Erik Radmall
    Copyright (C) 2008 John Maiden
    Copyright (C) 2008 Lorella Fatone
    Copyright (C) 2008 Marek Glowacki
    Copyright (C) 2008 Maria Cristina Recchioni
    Copyright (C) 2008 Paul Farrington
    Copyright (C) 2008 Piero Del Boca
    Copyright (C) 2008 Roland Stamm
    Copyright (C) 2008 Simon Ibbotson
    Copyright (C) 2008 Yee Man Chan
    Copyright (C) 2008, 2009 Andrea Odetti
    Copyright (C) 2008, 2009 Andreas Gaida
    Copyright (C) 2008, 2009, 2010, 2011, 2012, 2014 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis
    Copyright (C) 2008, 2009, 2012, 2014 Ralph Schreyer
    Copyright (C) 2008, 2009, 2014, 2015, 2016 Jose Aparicio
    Copyright (C) 2008, 2011 Charles Chongseok Hyun

    Copyright (C) 2009 Bernd Engelmann
    Copyright (C) 2009 Bojan Nikolic
    Copyright (C) 2009 Frédéric Degraeve
    Copyright (C) 2009 Nathan Abbott
    Copyright (C) 2009 Sun Xiuxin
    Copyright (C) 2009 Sylvain Bertrand
    Copyright (C) 2009, 2010 Dimitri Reiswich
    Copyright (C) 2009, 2010, 2012 Liquidnet Holdings, Inc.
    Copyright (C) 2009, 2024 Dirk Eddelbuettel

    Copyright (C) 2010 Adrian O' Neill
    Copyright (C) 2010 Alessandro Roveda
    Copyright (C) 2010 DeriveXperts SAS
    Copyright (C) 2010 Hachemi Benyahia
    Copyright (C) 2010 Kakhkhor Abdijalilov
    Copyright (C) 2010 Manas Bhatt
    Copyright (C) 2010 Michael Heckl
    Copyright (C) 2010 Robert Philipp
    Copyright (C) 2010 Slava Mazur
    Copyright (C) 2010 SunTrust Bank
    Copyright (C) 2010, 2011, 2012, 2013, 2023 Andre Miemiec
    Copyright (C) 2010, 2014 Cavit Hafizoglu

    Copyright (C) 2011, 2013, 2014 Fabien Le Floc'h

    Copyright (C) 2012 Mateusz Kapturski
    Copyright (C) 2012 Samuel Tebege
    Copyright (C) 2012 Simon Shakeshaft
    Copyright (C) 2012 Édouard Tallent
    Copyright (C) 2012, 2013 Grzegorz Andruszkiewicz
    Copyright (C) 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2023, 2024 Peter Caspers

    Copyright (C) 2013 BGC Partners L.P.
    Copyright (C) 2013 Chris Higgs
    Copyright (C) 2013 Yue Tian
    Copyright (C) 2013, 2014, 2015 Cheng Li

    Copyright (C) 2014 Michal Kaut
    Copyright (C) 2014, 2015 Bernd Lewerenz
    Copyright (C) 2014, 2015 Johannes Göttker-Schnetmann
    Copyright (C) 2014, 2015 Thema Consulting SA
    Copyright (C) 2014, 2015, 2016 Michael von den Driesch
    Copyright (C) 2014, 2015, 2016 Paolo Mazzocchi
    Copyright (C) 2014, 2017 Francois Botha

    Copyright (C) 2015 CompatibL
    Copyright (C) 2015 Dmitri Nesteruk
    Copyright (C) 2015 Maddalena Zanzi
    Copyright (C) 2015 Riccardo Barone
    Copyright (C) 2015, 2016 Andres Hernandez

    Copyright (C) 2016 Nicholas Bertocchi
    Copyright (C) 2016 Stefano Fondi
    Copyright (C) 2016, 2017 Fabrice Lecuyer
    Copyright (C) 2016, 2019, 2020 Eisuke Tani
    Copyright (C) 2016, 2022 Quaternion Risk Management Ltd

    Copyright (C) 2017 BN Algorithms Ltd
    Copyright (C) 2017 Joseph Jeisman
    Copyright (C) 2017 Paul Giltinan
    Copyright (C) 2017 Werner Kuerzinger
    Copyright (C) 2017, 2022 Oleg Kulkov

    Copyright (C) 2018 Alexey Indiryakov
    Copyright (C) 2018 Jose Garcia
    Copyright (C) 2018 Matthias Groncki
    Copyright (C) 2018 Matthias Lungwitz
    Copyright (C) 2018 Roy Zywina
    Copyright (C) 2018 Sebastian Schlenkrich
    Copyright (C) 2018 Tom Anderson

    Copyright (C) 2019 Aprexo Limited
    Copyright (C) 2019 SoftSolutions! S.r.l.
    Copyright (C) 2019 Wojciech Ślusarski

    Copyright (C) 2020 Kline s.r.l.
    Copyright (C) 2020 Leonardo Arcari
    Copyright (C) 2020 Piotr Siejda
    Copyright (C) 2020, 2021 Jack Gillett
    Copyright (C) 2020, 2021 Lew Wei Hao
    Copyright (C) 2020, 2021, 2022, 2023 Marcin Rybacki

    Copyright (C) 2021 Anubhav Pandey
    Copyright (C) 2021 Magnus Mencke
    Copyright (C) 2021, 2022, 2023, 2024 Ralf Konrad Eckel
    Copyright (C) 2021, 2022, 2023, 2024 Skandinaviska Enskilda Banken AB (publ)

    Copyright (C) 2022, 2023 Ignacio Anguita
    Copyright (C) 2022, 2023 Jonghee Lee

    Copyright (C) 2023 Aditya Narayan Das
    Copyright (C) 2023 Andrea Pellegatta
    Copyright (C) 2023 Jonathan Sweemer
    Copyright (C) 2023 Nathaniel Brough
    Copyright (C) 2023 Paul Xi Cao

    Copyright (C) 2024 Jacques du Toit
    Copyright (C) 2024 Jongbong An

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.

QuantLib includes a set of numbers provided by Stephen Joe and Frances
Kuo under a BSD-style license.


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.

  --- end verbatim text ---

----------------------------------------------------------------------
3.2 QuantLib-SWIG
----------------------------------------------------------------------

Purpose. The SWIG interface definitions from which this package's
Python API is generated, and the package's __init__.py.

Origin. QuantLib-SWIG 1.38. aadc_quantlib/__init__.py is QuantLib-
SWIG's Python/src/QuantLib/__init__.py, redistributed as source with
an import of this package's bootstrap module inserted.
aadc_quantlib/QuantLib.py and the compiled wrapper are generated by
SWIG from QuantLib-SWIG's .i interface files.

Licence. A three-clause BSD-style licence, in the same form as
QuantLib's, reproduced below in full as the file LICENSE.TXT of the
QuantLib-SWIG sources this package is built from.

Notice required? Yes -- source form, condition 1, and binary form,
condition 2.

  --- begin verbatim text ---

QuantLib-SWIG is
    Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
    Copyright (C) 2002, 2003 Ferdinando Ametrano
    Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2014, 2020, 2022, 2023 StatPro Italia srl
    Copyright (C) 2005 Dominic Thuillier
    Copyright (C) 2005 Johan Witters
    Copyright (C) 2007 Eric H. Jensen
    Copyright (C) 2007 Luis Cota
    Copyright (C) 2007 Richard Gomes
    Copyright (C) 2007, 2008 Tito Ingargiola
    Copyright (C) 2007, 2010 Joseph Wang
    Copyright (C) 2008 Allen Kuo
    Copyright (C) 2008 Florent Grenier
    Copyright (C) 2009 Joseph Malicki
    Copyright (C) 2010 Andrea Odetti
    Copyright (C) 2010, 2011 Lluis Pujol Bajador
    Copyright (C) 2010, 2011, 2012, 2013, 2014, 2015, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Klaus Spanderen
    Copyright (C) 2011, 2012 Tawanda Gwena
    Copyright (C) 2012 Francis Duffy
    Copyright (C) 2013 Simon Shakeshaft
    Copyright (C) 2014 Bitquant Research Laboratories (Asia) Ltd.
    Copyright (C) 2014 Simon Mazzucca
    Copyright (C) 2014 Wondersys Srl
    Copyright (C) 2014, 2015 Thema Consulting SA
    Copyright (C) 2014, 2015, 2018 Matthias Groncki
    Copyright (C) 2015, 2016 Gouthaman Balaraman
    Copyright (C) 2016 Peter Caspers
    Copyright (C) 2016, 2017, 2018, 2019 Wojciech Ślusarski
    Copyright (C) 2017 BN Algorithms Ltd
    Copyright (C) 2017, 2018, 2019, 2020 Matthias Lungwitz
    Copyright (C) 2018 Angus Lee
    Copyright (C) 2019 Pedro Coelho
    Copyright (C) 2019 Prasad Somwanshi
    Copyright (C) 2020 Gorazd Brumen
    Copyright (C) 2020, 2021, 2022 Jack Gillett
    Copyright (C) 2020, 2021, 2023 Marcin Rybacki
    Copyright (C) 2021, 2024 Ralf Konrad Eckel
    Copyright (C) 2022 Ignacio Anguita
    Copyright (C) 2022, 2023, 2024 Skandinaviska Enskilda Banken AB (publ)
    Copyright (C) 2023 Francois Botha

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.

  --- end verbatim text ---

----------------------------------------------------------------------
3.3 MINPACK -- Levenberg-Marquardt least squares
----------------------------------------------------------------------

Purpose. QuantLib::MINPACK::lmdif and its supporting routines, reached
from QuantLib's LevenbergMarquardt optimiser and from qrDecomposition
/ qrSolve.

Origin. QuantLib's ql/math/optimization/lmdif.cpp: a C translation by
Steve Moshier of MINPACK-1 (Argonne National Laboratory, 1980 -- Jorge
J. More, Burton S. Garbow, Kenneth E. Hillstrom). The file carries no
QuantLib copyright header; the notice below is the whole of its
header.

Licence. BSD-style, with a documentation-acknowledgement condition
(clause 3).

Notice required? Yes -- binary form, clause 2; and the clause 3
acknowledgement, which is given in section 4 below.

  --- begin verbatim text ---

The original Fortran version is Copyright (C) 1999 University of Chicago.
All rights reserved.

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

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

2. 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.

3. The end-user documentation included with the
redistribution, if any, must include the following
acknowledgment:

   "This product includes software developed by the
   University of Chicago, as Operator of Argonne National
   Laboratory.

Alternately, this acknowledgment may appear in the software
itself, if and wherever such third-party acknowledgments
normally appear.

4. WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"
WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE
UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND
THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES
OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE
OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY
OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR
USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF
THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)
DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION
UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL
BE CORRECTED.

5. LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT
HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF
ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,
INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF
ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF
PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER
SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT
(INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,
EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE
POSSIBILITY OF SUCH LOSS OR DAMAGES.


C translation Copyright (C) Steve Moshier

What you see here may be used freely but it comes with no support
or guarantee.

  --- end verbatim text ---

----------------------------------------------------------------------
3.4 Peter Jäckel, "Monte Carlo Methods in Finance"
----------------------------------------------------------------------

Purpose. The table of primitive polynomials modulo two used to
construct Sobol sequences; prime-number generation; the Halton
sequence generator; and the Brownian bridge construction.

Origin. Code taken into QuantLib from the CD accompanying Peter
Jäckel, "Monte Carlo Methods in Finance" (2002). In QuantLib 1.38 the
notice below appears in seven source files, all of which are compiled
into or installed with the library:
ql/math/randomnumbers/primitivepolynomials.{hpp,cpp},
ql/math/primenumbers.{hpp,cpp}, ql/math/randomnumbers/haltonrsg.cpp
and ql/methods/montecarlo/brownianbridge.{hpp,cpp}.

Licence. Permissive, conditional on preservation of the notice.

Notice required? Yes -- "provided that this notice is preserved".

  --- begin verbatim text ---

© 2002 "Monte Carlo Methods in Finance"


=========================================================================
Copyright (C) 2002 Peter Jäckel "Monte Carlo Methods in Finance".
All rights reserved.

Permission to use, copy, modify, and distribute this software is freely
granted, provided that this notice is preserved.
=========================================================================

  --- end verbatim text ---

----------------------------------------------------------------------
3.5 Mersenne Twister MT19937
----------------------------------------------------------------------

Purpose. QuantLib::MersenneTwisterUniformRng, the default pseudo-
random source for QuantLib's Monte Carlo engines.

Origin. QuantLib's ql/math/randomnumbers/mt19937uniformrng.cpp,
adapted from the reference C implementation by Takuji Nishimura and
Makoto Matsumoto. The notice below is carried in that file, beneath
QuantLib's own header.

Licence. BSD-3-Clause.

Notice required? Yes -- binary form, clause 2.

  --- begin verbatim text ---

A C-program for MT19937, with initialization improved 2002/1/26.
Coded by Takuji Nishimura and Makoto Matsumoto.

Before using, initialize the state by using init_genrand(seed)
or init_by_array(init_key, key_length).

Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
All rights reserved.

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

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

  2. 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.

  3. The names of its contributors may not 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 OWNER
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.


Any feedback is very welcome.
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
email: matumoto@math.keio.ac.jp

  --- end verbatim text ---

----------------------------------------------------------------------
3.6 Sun Microsystems / SunPro error function
----------------------------------------------------------------------

Purpose. The erf implementation underlying QuantLib::ErrorFunction,
and through it the normal distribution functions used across the
library.

Origin. QuantLib's ql/math/errorfunction.cpp, which states that its
erff code is based on the GNU C Library's, originally written by Sun.
The file carries no QuantLib copyright header.

Licence. Permissive, conditional on preservation of the notice.

Notice required? Yes -- "provided that this notice is preserved".

  --- begin verbatim text ---

Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.

Developed at SunPro, a Sun Microsystems, Inc. business.
Permission to use, copy, modify, and distribute this
software is freely granted, provided that this notice
is preserved.

  --- end verbatim text ---

----------------------------------------------------------------------
3.7 Joe-Kuo Sobol direction numbers
----------------------------------------------------------------------

Purpose. Direction-integer sets for QuantLib::SobolRsg, selectable as
the JoeKuoD5, JoeKuoD6, JoeKuoD7, Kuo, Kuo2 and Kuo3 initialisations.

Origin. Numbers due to Stephen Joe and Frances Kuo, carried in
QuantLib's ql/math/randomnumbers/sobolrsg.cpp. QuantLib's own
ql/math/randomnumbers/sobolrsg.hpp states that they "are available
under a BSD-style license" at
http://web.maths.unsw.edu.au/~fkuo/sobol/, and QuantLib's LICENSE.TXT
repeats that they are provided "under a BSD-style license". The
licence text is not carried in the QuantLib sources; the text below is
the one published at that address, which states that it pertains to
"sobol.cc and the accompanying sets of direction numbers".

Licence. BSD-3-Clause.

Notice required? Yes -- binary form, clause 2.

  --- begin verbatim text ---

-----------------------------------------------------------------------------
Licence pertaining to sobol.cc and the accompanying sets of direction numbers

-----------------------------------------------------------------------------
Copyright (c) 2008, Frances Y. Kuo and Stephen Joe
All rights reserved.

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
      University of New South Wales and the University of Waikato
      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 ``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 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.

  --- end verbatim text ---

----------------------------------------------------------------------
3.8 NIST TNT -- singular value decomposition
----------------------------------------------------------------------

Purpose. QuantLib::SVD, used by QuantLib's matrix utilities and least-
squares code.

Origin. QuantLib's ql/math/matrixutilities/svd.{hpp,cpp}, adapted from
the Template Numerical Toolkit (TNT) of the US National Institute of
Standards and Technology. The statement below is carried in both
files.

Licence. United States Government work; stated by its authors to be in
the public domain, with a request for acknowledgement.

Notice required? No condition is stated. Acknowledgement is requested,
and is given in section 4 below.

  --- begin verbatim text ---

This software was developed at the National Institute of Standards
and Technology (NIST) by employees of the Federal Government in the
course of their official duties. Pursuant to title 17 Section 105
of the United States Code this software is not subject to copyright
protection and is in the public domain. NIST assumes no responsibility
whatsoever for its use by other parties, and makes no guarantees,
expressed or implied, about its quality, reliability, or any other
characteristic.

We would appreciate acknowledgement if the software is incorporated in
redistributable libraries or applications.

  --- end verbatim text ---

----------------------------------------------------------------------
3.9 xoshiro256** and splitmix64
----------------------------------------------------------------------

Purpose. QuantLib::Xoshiro256StarStarUniformRng.

Origin. QuantLib's
ql/math/randomnumbers/xoshiro256starstaruniformrng.{hpp,cpp}, adapted
from the reference C implementations at https://prng.di.unimi.it/. The
dedication below is carried in both files.

Licence. Creative Commons CC0 1.0 public-domain dedication.

Notice required? No. Reproduced here for completeness.

  --- begin verbatim text ---

Written in 2018 by David Blackman and Sebastiano Vigna (vigna@acm.org)

To the extent possible under law, the author has dedicated all copyright
and related and neighboring rights to this software to the public domain
worldwide. This software is distributed without any warranty.

See <http://creativecommons.org/publicdomain/zero/1.0/>.

  --- end verbatim text ---

----------------------------------------------------------------------
3.10 Boost
----------------------------------------------------------------------

Purpose. Header-only Boost code compiled into the shipped binaries.
Boost.Math supplies the special functions and statistical
distributions QuantLib calls (erf, erf_inv, lgamma, tgamma, ibeta,
gamma_p, the Bessel functions, the normal, chi-squared and non-central
chi-squared distributions, tanh_sinh and exp_sinh quadrature);
Boost.Any backs QuantLib's ext::any.

Origin. The Boost C++ Libraries, used as headers at compile time. No
Boost shared or static library is redistributed by this package: no
Boost binary appears in any wheel, and no libboost_* is named as a
dependency of any shipped binary on any platform. The Boost version is
not recorded in the distributed artifact.

Licence. Boost Software License 1.0, reproduced below in full.

Notice required? See the licence text: its notice condition carries an
exception for copies and derivative works that are "solely in the form
of machine-executable object code generated by a source language
processor". The notice is reproduced here regardless.

  --- begin verbatim text ---

Boost Software License - Version 1.0 - August 17th, 2003

Permission is hereby granted, free of charge, to any person or organization
obtaining a copy of the software and accompanying documentation covered by
this license (the "Software") to use, reproduce, display, distribute,
execute, and transmit the Software, and to prepare derivative works of the
Software, and to permit third-parties to whom the Software is furnished to
do so, all subject to the following:

The copyright notices in the Software and this entire statement, including
the above license grant, this restriction and the following disclaimer,
must be included in all copies of the Software, in whole or in part, and
all derivative works of the Software, unless such copies or derivative
works are solely in the form of machine-executable object code generated by
a source language processor.

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, TITLE AND NON-INFRINGEMENT. IN NO EVENT
SHALL THE COPYRIGHT HOLDERS OR ANYONE DISTRIBUTING THE SOFTWARE BE LIABLE
FOR ANY DAMAGES OR OTHER LIABILITY, WHETHER IN CONTRACT, TORT OR OTHERWISE,
ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
DEALINGS IN THE SOFTWARE.

  --- end verbatim text ---

----------------------------------------------------------------------
3.11 SWIG
----------------------------------------------------------------------

Purpose. The Python wrapper layer. aadc_quantlib/QuantLib.py is SWIG
output -- it records the generating version in its own first lines --
and the compiled extension carries the SWIG library's runtime support
code (swig::traits_info, swig::SwigPyIterator and the container and
shared-pointer typemaps).

Origin. SWIG, https://www.swig.org. The SWIG program itself is not
redistributed by this package; only its output and the parts of its
library that output incorporates.

Licence. SWIG's own LICENSE file, reproduced below in full. It places
the SWIG library, from which the incorporated runtime support code
comes, under separate terms from the SWIG program.

Notice required? No. SWIG's terms for its library grant permission to
"copy, modify, distribute, and make derivative works based on this
software, in source code or object code form, without restriction".
Listed for completeness.

  --- begin verbatim text ---

SWIG is free software: you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version. See the LICENSE-GPL file for
the full terms of the GNU General Public license version 3.

Portions of SWIG are also licensed under the terms of the licenses
in the file LICENSE-UNIVERSITIES. You must observe the terms of
these licenses, as well as the terms of the GNU General Public License,
when you distribute SWIG.

The SWIG library and examples, under the Lib and Examples top level 
directories, are distributed under the following terms:

  You may copy, modify, distribute, and make derivative works based on
  this software, in source code or object code form, without
  restriction. If you distribute the software to others, you may do
  so according to the terms of your choice. This software is offered as
  is, without warranty of any kind.

See the COPYRIGHT file for a list of contributors to SWIG and their
copyright notices.

  --- end verbatim text ---

======================================================================
4. ACKNOWLEDGEMENTS
======================================================================

Required by clause 3 of the MINPACK notice in section 3.3:

    "This product includes software developed by the University of
    Chicago, as Operator of Argonne National Laboratory."

Given in response to the request in the NIST TNT statement in section
3.8:

    This product includes software adapted from the Template Numerical
    Toolkit, developed at the National Institute of Standards and
    Technology.

======================================================================
5. NOT REDISTRIBUTED BY THIS PACKAGE
======================================================================

libaadc-ng, the AADC-NG runtime. Not redistributed by this package.
Every shipped binary names it as an external dependency and resolves
it at load time from the aadc distribution, which this package
requires and which carries its own third-party notices. No copy of it
appears in any aadc-quantlib wheel.

The C and C++ runtimes. libc, libm, libstdc++, libgcc_s, libpthread
and the dynamic loader on Linux; libSystem and libc++ on macOS; the
Visual C++ runtime and the Universal CRT on Windows. All are named as
external dependencies and resolved from the operating system or from
an independently installed redistributable. No copy of any of them
appears in any aadc-quantlib wheel.

CPython. python3xx.dll / the CPython runtime is an external dependency
of the extension module and is not redistributed by this package.

======================================================================
6. ATTRIBUTION STATEMENTS CARRIED IN THE QUANTLIB SOURCES
======================================================================

QuantLib's sources name the following works as the origin of
algorithms QuantLib implements. No licence text for any of them is
present in the QuantLib sources, and none of them is listed as a
licensed component in section 2. They are recorded here so that the
list of what the shipped library derives from is complete. Each
quotation is verbatim from the QuantLib source file named.

Numerical Recipes (W. H. Press, S. A. Teukolsky, W. T. Vetterling, B.
P. Flannery). QuantLib names this work in some twenty source files.
Two of them describe their contents as "Adapted from Numerical Recipes
in C, 2nd edition" (ql/math/optimization/bfgs.hpp) and "adapted from
Numerical Recipes in C, 2nd edition"
(ql/math/optimization/conjugategradient.hpp).
ql/math/optimization/simplex.cpp states "The implementation of the
algorithm was highly inspired by 'Numerical Recipes in C', 2nd
edition, Press, Teukolsky, Vetterling, Flannery, chapter 10." The
seven one-dimensional solvers in ql/math/solvers1d/ each state "The
implementation of the algorithm was inspired by Press, Teukolsky,
Vetterling, and Flannery, 'Numerical Recipes in C', 2nd edition,
Cambridge University Press". The remaining occurrences are
bibliographic references. No licence text for this work is present in
the QuantLib sources.

Graeme West, "Better Approximations To Cumulative Normal
Distributions". ql/math/distributions/bivariatenormaldistribution.hpp
states of BivariateCumulativeNormalDistributionWe04DP, which is
QuantLib's default bivariate cumulative normal distribution: "The main
code is a port of the C++ code at www.finmod.co.za/cumfunctions.zip."
No copyright line and no licence text accompany it.

Christopher Diggins. ql/math/fastfouriertransform.hpp states "Based on
public domain code by Christopher Diggins". No copyright line and no
licence text accompany it.

Sobol' and Levitan direction numbers, via Bratley and Fox (1988).
ql/math/randomnumbers/sobolrsg.cpp labels one table "Sobol' Levitan
coefficients of the free direction integers as given by Bratley, P.,
Fox, B.L. (1988)". No licence text accompanies it.

Lemieux, Cieslak and Luttmer direction numbers.
ql/math/randomnumbers/sobolrsg.cpp labels one table "Lemieux
coefficients of the free direction integers as given in Christiane
Lemieux, private communication, September 2004". No licence text
accompanies it.

======================================================================
MatLogica Limited - aadc-quantlib THIRD-PARTY-NOTICES, version 1.0.
======================================================================
