QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6652)
Replies Last Post Views Sub Forum
python quantlib swig to access member function blackFormulaImpliedStdDev by castle
3
by CK TUNG
quantlib-users
Open Source Risk Engine (ORE) 1.8.2.0 released by Roland Lichters-5
0
by Roland Lichters-5
quantlib-dev
map<std::string, boost::shared_ptr<BlackVolTermStructure>> crashes on destruction - Excel add-in by Pedro Milet
0
by Pedro Milet
quantlib-users
Trouble with YieldTermStructure by Cota, Luis
3
by Luigi Ballabio
quantlib-users
Need Help Getting 1.8 QuantLibXL Framework by emmanuel.p.ablaza
3
by Eric Ehlers-3
quantlib-users
ObjectHandler / QuantLibAddin / QuantLibXL 1.9 Released by Eric Ehlers-3
0
by Eric Ehlers-3
quantlib-dev
floating rate bond pricing on excel using quantlib by Silvia Buttarazzi
2
by Ioannis Rigopoulos
quantlib-users
about FX forward using Quantlib by ktchow1
0
by ktchow1
quantlib-users
Info about adaptVanDelta argument in VannaVolgaBarrierEngine by Igor Swie
1
by Peter Caspers-4
quantlib-users
Release candidates for QuantLib 1.10 by Luigi Ballabio
9
by Luigi Ballabio
quantlib-dev
Release candidates for QuantLib 1.10 by Luigi Ballabio
11
by Luigi Ballabio
quantlib-users
Error building objecthandler & gensrc by jsamler
4
by Eric Ehlers-3
quantlib-users
How to price the arithmetic option using python quantlib by floatwing
3
by Luigi Ballabio
quantlib-users
R: Re: NelsonSiegelFitting parameters in QuantLib Python by tarpanelli@libero.it
0
by tarpanelli@libero.it
quantlib-users
Question about a formula of calculation of Yield of Bond in Quantlib by Xu Tao
4
by Luigi Ballabio
quantlib-users
NelsonSiegelFitting parameters in QuantLib Python by tarpanelli@libero.it
1
by Luigi Ballabio
quantlib-users
matrix inverse boost exception by Peter Caspers-4
4
by Klaus Spanderen-2
quantlib-dev
I doubt that if the sentence in the link below is wrong by floatwing
0
by floatwing
quantlib-users
(no subject) by tarpanelli@libero.it
0
by tarpanelli@libero.it
quantlib-users
Volatility surfaces by info@d-metrics.de
2
by Peter Caspers-4
quantlib-users
Question on BlackCallableFixedRateBondEngine by tarpanelli@libero.it
1
by Luigi Ballabio
quantlib-users
Wrapping QuantLib::VanillaSwap class by Raj Subramani
2
by Raj Subramani
quantlib-users
Pricing fixed coupon bonds with odd first coupon (short/long first coupon) by ryantaylor
1
by Luigi Ballabio
quantlib-users
Calendar info needed - anybody from Iceland? by Luigi Ballabio
0
by Luigi Ballabio
quantlib-users
R: Re: QuantLib Python - pricing a ForwardRateAgreement by tarpanelli@libero.it
0
by tarpanelli@libero.it
quantlib-users
QuantLib Python - pricing a ForwardRateAgreement by tarpanelli@libero.it
1
by giambologna
quantlib-users
Fixed rate bond valuation in final coupon period using simple interest by igitur
1
by Luigi Ballabio
quantlib-users
Quantlib Python - get linked TermStructure from RelinkableYieldTermStructureHandle by giambologna
0
by giambologna
quantlib-users
Regarding Issue in compiling Quantlib-1.9.2 on Solaris Sun C++ 5.12 SunOS_sparc with Boost 1.62.0 by shailesh kumar
1
by Luigi Ballabio
quantlib-users
Different first and non-first solvers for IterativeBootstrap by igitur
2
by igitur
quantlib-users
Is there a VS-2017 compatible version of x64 quantlib & boost library? by ziegele
1
by Luigi Ballabio
quantlib-users
QuantLibXL Monte Carlo Simulation example by Jerry Jin
3
by Eric Ehlers-3
quantlib-users
What does this forward curve primitive function do? by Student T
1
by Peter Caspers-4
quantlib-users
QL in Pyhton - Smooth Forward Swap Curve Bootstrapping (historical bloomberg data) by TSchulz85
0
by TSchulz85
quantlib-users
Ruby SWIG SegFault by ryantaylor
2
by ryantaylor
quantlib-dev
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