On this page you will find links to a source code archive which should enable you to call certain functions of the QuantLib.org project from within Mathematica via the MathLink communication protocol. The code was developed for version 0.9.0 of the QuantLib project and version 6.0 of Mathematica. Actual utility and support in my code are limited at present. If you have a problem getting the software to function, I will try to help you, just email me a description of the problem and as much other relevant information as possible.