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QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6597)
Replies Last Post Views Sub Forum
Floor with Step Down notionals by Ghorpadkar, Suhas
1
by Luigi Ballabio
quantlib-users
Building QuantLib for C# - Is stdcall needed? by Fabrice Lecuyer
0
by Fabrice Lecuyer
quantlib-dev
Building QuantLib for C# - Is stdcall needed? by Fabrice Lecuyer
0
by Fabrice Lecuyer
quantlib-users
Adding constant spread to yield curve using ZeroSpreadedTermStructure by Laurent Millischer
0
by Laurent Millischer
quantlib-users
compiling errors : "C3861: BOOST_MESSAGE: identifier not found" by JeffreyLi
2
by JeffreyLi
quantlib-users
Nelson Siegel with constraints by Laurent Millischer
3
by Andres Hernandez
quantlib-users
Best option to complete your thesis by Thomas Shaw
0
by Thomas Shaw
quantlib-users
ObjectHandler::ohObjectLoad & Usage in standalone C++ Program by michael_ql
1
by michael_ql
quantlib-users
Quantlib Python - Issue with CallabilitySchedule with CallableFixedRateBond by Barber, Chad
1
by Gouthaman Balaraman
quantlib-users
Trying multi-threaded Heston calibration by Ghorpadkar, Suhas
0
by Ghorpadkar, Suhas
quantlib-users
QuantLib SWIG C# - Calling Conventions (cdecl/stdcall) issue by Fabrice Lecuyer
2
by Fabrice Lecuyer
quantlib-dev
QuantLib SWIG C# - Calling Conventions (cdecl/stdcall) issue by Fabrice Lecuyer
2
by Fabrice Lecuyer
quantlib-users
License Terms by Rison, Kathryn M
2
by Luigi Ballabio
quantlib-users
Sqrt of large correlation matrix by ian_dfw
5
by Etuka Onono-2
quantlib-users
Quantlib-Java by Engin Kandiran
0
by Engin Kandiran
quantlib-users
What is the meaning of time variable in GBM sample paths by nick.snels
1
by Luigi Ballabio
quantlib-users
Quantlib 1.8 Python SWIG on Linux/Python 3.5.1 by alihassani
8
by Luigi Ballabio
quantlib-users
Distributing QuantLib based application by Ghorpadkar, Suhas
1
by Luigi Ballabio
quantlib-users
QuantlibXL to price amortising bermudan swaption? by troos222
0
by troos222
quantlib-users
Is intraday calculation of Greeks still a problem? by georgiosd
3
by Luigi Ballabio
quantlib-users
Credit spread by CK TUNG
3
by japari
quantlib-users
Caplet Volatility Surface Construction by Gouthaman Balaraman
2
by Gouthaman Balaraman
quantlib-users
Question about year fraction calculation of China inter-bank bond by 杨拓
2
by Luigi Ballabio
quantlib-users
SABR global versus local fit by terry leitch
20
by terry leitch-2
quantlib-users
NuGet package update: QuantLib 1.8 for 64-bit C# projects by grantathon
0
by grantathon
quantlib-users
relocation R_X86_64_32 against `.rodata.str1.8' can not be used by Jerry Jin
0
by Jerry Jin
quantlib-users
How to build with c++11 flag? by Jerry Jin
4
by Jerry Jin
quantlib-users
boost::bind error 'F': must b e a class or namespace when followed by '::' by Jerry Jin
2
by Jerry Jin
quantlib-users
QuantLibAddin member function OH_GET_OBJECT vs OH_GET_REFERENCE by Jerry Jin
2
by Jerry Jin
quantlib-users
Hull White Model Calibratioln by zhangh2060
0
by zhangh2060
quantlib-users
QuantLib SWIG C# - Calling Conventions (cdecl/stdcall) issue by Fabrice Lecuyer
0
by Fabrice Lecuyer
quantlib-users
Reminder: QuantLib User Meeting in London by Luigi Ballabio
0
by Luigi Ballabio
quantlib-users
CDS Standard Model by alihassani
5
by Peter Caspers-4
quantlib-users
Poll: Visual C++ version by Luigi Ballabio
4
by Gouthaman Balaraman
quantlib-users
C++11 by Joseph Wang-4
1
by Luigi Ballabio
quantlib-dev
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