Debian is the old reliable Linux distribution.
It comes in several flavours. "Unstable" which is really just the latest and greatest open source apps all collected together.
On the other end of the scale the "stable" release includes battle hardened software that has been tested for years.
Unstable is used on desktops stable is all about servers.
I ran into a problem last week however, as I needed some features from Quantlib 1.3 which weren't available in 1.2 (bundled with Stable).
Last time I did any serious compilation work was college. Turned out not to be too tricky.
As of this weekend Quantlib 1.3 itself is out of date but I'll make do without 1.4 for the time being.
Without further ado download the deb packages here (including Ruby and Python bindings).