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NAG Library - mathematical and statistical components
Thursday, 18 June 2009

Produced by experts for use in a variety of applications, the NAG Library is the largest commercially available collection of numerical and statistical algorithms in the world. With over 1,450 tried and tested routines that are both flexible and portable it remains at the core of thousands of programs and applications spanning the globe. The NAG Library is so widely used and trusted because of its unrivalled quality, reliability and portability. Whether it is a single PC or a cluster of the world's largest supercomputers, the NAG Library has the numerical capabilities to fit your model. The NAG Library is available for use with many programming languages and for many platforms and operating systems. Areas of Use NAG's extensive mathematical and statistical software can help bring quicker solutions in many areas including: Portfolio Optimization Quantitative Analysis Risk Management Trend Forecasting Portfolio Enhancement Index Tracking Derivative Pricing Available for many different computing languages (C, C++, C#, Fortran), operating systems and mathematical packages including MATLAB and Excel .

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