QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6669)
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QuantlibAddins and VS2015 by kaplang
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by kaplang
quantlib-users
FRA rate helpers in python by rada
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by rada
quantlib-users
Discount curve jumps about every 30 days by mingao
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by mingao
quantlib-users
What's the vl parameter? by Andrew Leach
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by Andrew Leach
quantlib-users
QuantLib Python - Solving a Swap rate for a particular NPV by TSchulz85
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by TSchulz85
quantlib-users
Python - Adding historical fixings for existing Swap by TSchulz85
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by TSchulz85
quantlib-users
Floating Rate Floors by Anthony Calleja
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by Peter Caspers-4
quantlib-users
C2041 illegal digit 'U' for base '10' (compiling source file capfloor.cpp) by Andrew Leach
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by Andrew Leach
quantlib-users
VS Linking error by Blazing Helios
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by Blazing Helios
quantlib-users
Gregorian Bad Year exception error: please help! by Amine Ifri
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by Luigi Ballabio
quantlib-users
Negative Rates - QuantLib Python - Cap / Floors - QL_NEGATIVE_RATES ?? by Anthony Calleja
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by Luigi Ballabio
quantlib-users
build quantlibXL in Visual Studio by Wenhai Zhang, CLSA
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by Wenhai Zhang, CLSA
quantlib-users
Compile QuantLib-SWIG from git repository: #error: using an old version of QuantLib by Jason Newkirk
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by Luigi Ballabio
quantlib-users
LNK2038 mismatch detected for 'RuntimeLibrary' by Andrew Leach
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by Andrew Leach
quantlib-users
Re: Question regarding EndCriteria parameter (Old Subject: Garch11 exmaple code needed) by Andrew Leach
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by Luigi Ballabio
quantlib-users
Transfer of ORE/QuantExt functionalities by Fabrice Lecuyer
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by Luigi Ballabio
quantlib-dev
Garch11 exmaple code needed by Andrew Leach
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by Andrew Leach
quantlib-users
Structure functions in header file <ql/.../probabilitytraits.hpp> by Amine Ifri
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by Andres Hernandez-2
quantlib-users
Ex-coupon adjustment based on unadjusted coupon dates by igitur
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by igitur
quantlib-dev
Removing Boost dependency from QuantLib by quantlib-dev mailing...
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by quantlib-dev mailing...
quantlib-dev
HKD Calendar by Alix Lassauzet
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by Luigi Ballabio
quantlib-users
blackcalculator rho seem incorrect for option on future by jazzup
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by jazzup
quantlib-users
Multi Coupon Bond by art336
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by art336
quantlib-users
QuantLib Python installation on windows machine by Charles Allderman
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by vj
quantlib-users
Amortizing caps and floors pricing by aubertseba
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by aubertseba
quantlib-dev
Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter by Andrew Leach
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by Andrew Leach
quantlib-users
FX Implied Vol Surface class by vgdev
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by Luigi Ballabio
quantlib-users
Re: [Quantlib-users] Removing Boost dependency from QuantLib by quantlib-dev mailing...
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by quantlib-dev mailing...
quantlib-dev
Removing Boost dependency from QuantLib by quantlib-users maili...
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by quantlib-users maili...
quantlib-users
QuantLib Python installation on windows machine by vj
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by vj
quantlib-users
回复:答复: Adjustable Rate Bonds Pricing by fagoal
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by Peter Caspers-4
quantlib-users
Adjustable Rate Bonds Pricing by d0tc0mguy
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by Peter Caspers-4
quantlib-users
YTC for all call dates given price by Prescott Nasser
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by Luigi Ballabio
quantlib-users
Does there exist an efficient FFT based convolution method in Quantlib? by vgdev
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by Luigi Ballabio
quantlib-users
How could I use SVIInterpolation in Quantlib python? by zhtangsh
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by Luigi Ballabio
quantlib-users
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