QuantRiskLib
Source code from http://www.risk256.com/
*This code is freeware. The methods are not proprietary. Feel free to use, modify and redistribute. That said, if you plan to use or redistribute give credit where credit is due and provide a link back to Risk256.com (or don't remove the link and references already in the code). The code is intended primarily as an educational tool. No warranty is made as to the code's accuracy. Use at your own risk.