Quantitative modeling: for those coders not willing to reinvent the wheel

Some interesting pieces of code can be found at  http://www.quantcode.com/modules/mydownloads/. Mainly Matlab, C++ and VBA. Some examples of Quantlib use in C++.

Nothing in Python although the US gov is well interested to use Python to address the lack of transparency of Asset-backed securities (see http://www.oscon.com/oscon2010/public/schedule/detail/15589).