It is a c++ open source library. It is seems to be the best for this and use of quant methods. As being built as a DLL, Tradelink will be able talk to it. Let me know what you think.
Or is this better from within Matlab? http://www.mathworks.com/discovery/financial-risk-management.htmlFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!