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QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6349)
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Addin Excel e.g. by Rosario Cappello
0
by Rosario Cappello
quantlib-users
Option Adjusted Spread & BDT model by Erica
4
by Erica
quantlib-users
Calcualting Bond Price from The ASW (asset swap) spread by Zabed
1
by Peter Caspers-4
quantlib-dev
QUANTLIB INSTALLATION ISSUE LINK : fatal error LNK1104: cannot open file 'QuantLib-vc100-mt.lib'. by Howard Zhang
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by Luigi Ballabio
quantlib-users
Bootstapping hazard rates with non-linear interpolators by ChrisT
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by Luigi Ballabio
quantlib-users
CDS Bootstrapping Error by Daniel Garcia
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by Peter Caspers-4
quantlib-users
Release candidates by Luigi Ballabio
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by Luigi Ballabio
quantlib-users
OIS with cross-currency basis curve Discounting by Zabed
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by Zabed
quantlib-dev
PiecewiseDefaultCurve Root not Bracketed Error by Daniel Garcia
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by Daniel Garcia
quantlib-users
QuantLib1.7.1 by eric2016
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by Luigi Ballabio
quantlib-users
Dividend yield curve by Ghorpadkar, Suhas
1
by Luigi Ballabio
quantlib-users
Is quantlibXL compatibile with excel 2013? by Carl
1
by Nicholas Manganaro-3
quantlib-users
Fwd: Floating errors in the term-structure code? by Student T
3
by Luigi Ballabio
quantlib-users
question about function of YieldTermStructure::discount(Time t, bool extrapolate) by Nj_China_2016
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by Luigi Ballabio
quantlib-users
Compiling problems by Juan Alberto Yepes
2
by Fayce
quantlib-users
QuantLib Xll compilation / Linker error by JeJu83 .
2
by JeJu83 .
quantlib-dev
Reposit project with MSVC12 by Peter Caspers-4
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by Peter Caspers-4
quantlib-dev
Adding new function to Quantlibxl by reposit by cheng li
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by cheng li
quantlib-users
Fw: new message by Marianne James
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by Marianne James
quantlib-dev
Fw: new message by Marianne James
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by Marianne James
quantlib-users
5Year CDS Pricing “T_CreditdefaultSwap.cs” by Zabed
3
by Francois Botha
quantlib-dev
Callability Type problem, QuantLib SWIG R by jjjkkk
1
by Luigi Ballabio
quantlib-users
USD ASW curve and USD Libor calendars by andrea.palermo
2
by andrea.palermo
quantlib-users
Wondering about the purpose to announce ObservableSettings following Singleton by Schmidt
1
by Luigi Ballabio
quantlib-dev
Support for negative rate IR derivatives by t_blake
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by t_blake
quantlib-users
[SPAM] Fw: new important message by Eric Ehlers-4
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by Eric Ehlers-4
quantlib-users
[SUSPECTED SPAM] Fw: new important message by Eric Ehlers-4
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by Eric Ehlers-4
quantlib-users
Market Yield in Risky Bonds by Daniel Garcia
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by Peter Caspers-4
quantlib-users
A friend just gave you $10 to try DigitalOcean by DigitalOcean
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by DigitalOcean
quantlib-users
Multicurve discounting by Grześ Andruszkiewicz
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by DirkJonkman
quantlib-dev
Quantlib and Eclipse by Jürgen Schroeder
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by Jürgen Schroeder
quantlib-users
problems installing quantlib for python 3.4 by chitown2015
6
by Mini Trader
quantlib-users
Multiple Interest Rate Curve Bootstrapping by DirkJonkman
1
by Luigi Ballabio
quantlib-users
Quantlib port for pricing on GPU by om.anand77
1
by Luigi Ballabio
quantlib-dev
Binomial American Options with Discrete Dividends & Greeks by jamesquant
6
by Luigi Ballabio
quantlib-dev
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