Open source or free financial analysis programs/libraries

I'm looking for something containing similar functions to Matlab’s financial and financial derivatives toolbox but don’t have the cash to spend on matlab. I would appreciate any info on free or open source libraries or programs that will let me easily calculate interest rates, risk etc.

From stackoverflow

• How about the Octave financial functions?

  http://www.gnu.org/software/octave/doc/interpreter/Financial-Functions.html#Financial-Functions

  I'm not familiar with the Matlab toolbox, so you'll have to judge for yourself.

  GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with Matlab. It may also be used as a batch-oriented language.

• How about JQuantLib or QuantLib?

  Jared : Octave doesn't do everything I want but quandlib should. I'm looking at using swig to allow me to call Quandlib functions from octave so I get the ability to deal with large datasets and run calculations with out needing to write a custom program to use Quantlib.

• Exactly what functions do you need? How advanced? You have some financial functions in .Net

  Im sure it doesnt cover everything, but calulating interests and some other are no problem:

  http://msdn.microsoft.com/en-us/library/daksysx3(VS.80).aspx

  Calculate depreciation. DDB, SLN, SYD

  Calculate future value. FV

  Calculate interest rate. Rate

  Calculate internal rate of return. IRR, MIRR

  Calculate number of periods. NPer

  Calculate payments. IPmt, Pmt, PPmt

  Calculate present value. NPV, PV