The 134 included header files contain the following Copyright notices
which have been extracted by careful use of fine, grep, sort and uniq.

    // Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
    Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
    Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
    Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
    Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
    Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
    Copyright (C) 2002, 2003, 2006 Ferdinando Ametrano
    Copyright (C) 2002, 2003 Decillion Pty(Ltd)
    Copyright (C) 2002, 2003 Ferdinando Ametrano
    Copyright (C) 2002, 2003 Sadruddin Rejeb
    * Copyright (C) 2002 Peter Jäckel "Monte Carlo Methods in Finance".
    Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
    Copyright (C) 2003, 2004, 2005, 2006, 2008 StatPro Italia srl
    Copyright (C) 2003, 2004, 2005, 2006, 2009 StatPro Italia srl
    Copyright (C) 2003, 2004, 2005, 2006, 2010 StatPro Italia srl
    Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
    Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
    Copyright (C) 2003, 2004, 2005, 2007 StatPro Italia srl
    Copyright (C) 2003, 2004, 2005 StatPro Italia srl
    Copyright (C) 2003, 2004, 2008 StatPro Italia srl
    Copyright (C) 2003, 2004 Ferdinando Ametrano
    Copyright (C) 2003, 2004 StatPro Italia srl
    Copyright (C) 2003 Ferdinando Ametrano
    Copyright (C) 2003 Neil Firth
    Copyright (C) 2003 RiskMap srl
    Copyright (C) 2003 Roman Gitlin
    Copyright (C) 2003 StatPro Italia srl
    Copyright (C) 2004, 2005, 2006, 2007, 2008 Ferdinando Ametrano
    Copyright (C) 2004, 2005, 2006, 2007 Ferdinando Ametrano
    Copyright (C) 2004, 2005, 2006, 2007 StatPro Italia srl
    Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano
    Copyright (C) 2004, 2005, 2007, 2009 StatPro Italia srl
    Copyright (C) 2004, 2005, 2007 StatPro Italia srl
    Copyright (C) 2004, 2005 StatPro Italia srl
    Copyright (C) 2004, 2008, 2009, 2011 Ferdinando Ametrano
    Copyright (C) 2004, 2008 Ferdinando Ametrano
    Copyright (C) 2004, 2011 Ferdinando Ametrano
    Copyright (C) 2004 Decillion Pty(Ltd)
    Copyright (C) 2004 Ferdinando Ametrano
    Copyright (C) 2004 StatPro Italia srl
    Copyright (C) 2004 Walter Penschke
    Copyright (C) 2005, 2006 Klaus Spanderen
    Copyright (C) 2005, 2006 StatPro Italia srl
    Copyright (C) 2005, 2008 StatPro Italia srl
    Copyright (C) 2005, 2009 StatPro Italia srl
    Copyright (C) 2005 Gary Kennedy
    Copyright (C) 2005 Klaus Spanderen
    Copyright (C) 2006, 2007, 2011 Ferdinando Ametrano
    Copyright (C) 2006, 2007 Ferdinando Ametrano
    Copyright (C) 2006, 2009, 2010 Klaus Spanderen
    Copyright (C) 2006 Ferdinando Ametrano
    Copyright (C) 2006 Joseph Wang
    Copyright (C) 2006 Katiuscia Manzoni
    Copyright (C) 2006 Klaus Spanderen
    Copyright (C) 2006 Mark Joshi
    Copyright (C) 2006 Piter Dias
    Copyright (C) 2006 Richard Gould
    Copyright (C) 2006 StatPro Italia srl
    Copyright (C) 2006 Toyin Akin
    Copyright (C) 2007, 2011 Ferdinando Ametrano
    Copyright (C) 2007 Ferdinando Ametrano
    Copyright (C) 2007 François du Vignaud
    Copyright (C) 2007 Marco Bianchetti
    Copyright (C) 2007 Mark Joshi
    Copyright (C) 2007 StatPro Italia srl
    Copyright (C) 2008 Klaus Spanderen
    Copyright (C) 2008 StatPro Italia srl
    Copyright (C) 2009 Bojan Nikolic
    Copyright (C) 2009 Dirk Eddelbuettel
    Copyright (C) 2009 Frédéric Degraeve
    Copyright (C) 2009 Frédéric Degraeve
    Copyright (C) 2009 Mark Joshi
    Copyright (C) 2009 StatPro Italia srl
    Copyright (C) 2009 Sylvain Bertrand
    Copyright (C) 2010 Kakhkhor Abdijalilov
    Copyright (C) 2010 Slava Mazur
    Copyright (C) 2010 StatPro Italia srl
    Copyright (C) 2011, 2012 Ferdinando Ametrano
    Copyright (C) 2011 Ferdinando Ametrano
    Copyright (C) 2012 Klaus Spanderen
    Copyright (C) 2012 Mateusz Kapturski
    Copyright (C) 2012 Ralph Schreyer
    Copyright (C) 2013 Chris Higgs
    Copyright (C) 2013 Peter Caspers
    Copyright (C) 2014 Paolo Mazzocchi
    Copyright (C) 2015 CompatibL
    Copyright (C) 2015 Klaus Spanderen
    Copyright (C) 2015 Klaus Spanderen
    Copyright (C) 2015 Michael von den Driesch
    Copyright (C) 2015 Peter Caspers
    C translation Copyright (C) Steve Moshier
    The original Fortran version is Copyright (C) 1999 University of Chicago.