This is Risk Quantify, an Open Source Financial Risk Management framework.

Risk Quantify is an open source financial library, with a focus on
managing the risk of financial instruments. The aim of this project is
to provide people working in the financial industry with a good base to
use in building their own applications. Risk Quantify provides pricing
routines, term structure building and management, calendar routines,
asset management routines and more.

Please see the docs directory in the Risk Quantify distribution for
more info, or the website http://www.riskquantify.org