Any hedge fund or bank institutions using open source C++ QuantLib for pricing options engine or Monte Carlo simulation?

Any hedge fund or bank institutions using open source C++ QuantLib for pricing options engine or Monte Carlo simulation? I watched a recent low level FPGA video on HFT shop using this, I am wanting to hear from others to understand who is using this http://quantlib.org/index.shtml Join my FREE newsletter to learn more about this …

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