QuantLib

1, QuantLib can be built with VC++ 2013, as instructed at http://quantlib.org/install/vc10.shtml

2, QuantLib is a well-designed C++ library and ported to R and Python.
    Check out the training material at http://www.implementingquantlib.com/p/training.html

3, Serious about QuantLib? Get a copy of <<Implementing QuantLib>> written by Luigi Ballabio.

4, Quick view of Class Hierarchy: http://yetanotherquant.de/QuantLib/book/BookQuantLib.pdf