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1   Link   Boost C++ Libraries
These libraries are designed to work well with the C++ Standard Library. Ten Boost libraries will be included in the C++ Standards Committee's upcoming C++ Standard Library Technical Report as a step toward becoming part of a future C++ Standard.
633
2   Link   COIN-OR
This stands for the COmputational INfrastructure for Operations Research. This software library contains many routines useful in finance, e.g., optimization.
621
3   Link   GNU Compiler Collection
This compiler collection contains front-ends for C, C++, Objective-C, Fortran and Java.
604
4   Link   GNU Scientific Library
661
5   Link   Gnuplot
Graphics using a variety of different interfaces across a number of different OSs can be handled by this open source graphics package.
595
6   Link   Java
This is a very powerful object oriented language with strong cross-platform capabilities.
602
7   Link   MySQL
This is a popular public domain relational database, usually pronounced "my-s-q-l". There are also commercial versions available.
545
8   Link   Netlib
A large library of scientific, statistical and numerical routines maintained by Oak Ridge National Laboratory.
630
9   Link   Object Oriented Quadratic Programming
The OOQP C++ package for solving convex quadratic programming. It also supports a MATLAB interface.
653
10   Link   Octave
This open source version of MATLABĀ® also may require the installation of Gnuplot and X-Windows. There is also an Emacs package for Octave called EOS available on the main site that is highly recommended.
572
11   Link   Open Office
A productivity suite containing integrated word processor, spreadsheet, presentation and drawing applications, and database. Connectivity to ODBC and JDBC databases is also included.
577
12   Link   PLplot
This open source graphics package has bindings with many software environments, including Octave, and is an alternative to Gnuplot.
630
13   Link   PostgreSQL
This public domain relational database, usually pronounced "post-gress-kill" is an altenative to MySQL.
531
14   Link   QuantLib
This C++ library for quantitative finance is under development. It can give you a good idea of what are the issues in implementing a object oriented "quant" library.
708
15   Link   R
This is the open source version of the well-known SĀ® statistical and numerical software system.
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16   Link   StatLib
A statistical software library maintained by Carnegie-Mellon.
548
17   Link   Yacas
YACAS is an easy to use, general purpose Computer Algebra System, a program for symbolic manipulation of mathematical expressions. It uses its own programming language designed for symbolic as well as arbitrary-precision numerical computations. The s
647