QuantLib
A free/open-source library for quantitative finance. [Open Source, BSD-like]

R/SPlus
Python interface to the R system for statistical computing and graphics. [Open Source, BSD-like]

ScientificPython
A collection of Python modules that are useful for scientific computing. [Open Source, LGPL]

SciPy
Open Source Library of Scientific Tools. SciPy supplements the popular Numeric module, gathering a variety of high level science and engineering modules together as a single package. Within SciPy are modules for graphics and plotting, optimization, integration, special functions, signal and image processing, genetic algorithms, ODE solvers, and others. [Open Source, BSD-like]

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