Futures - Quantlib

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Futures - Quantlib

d0tc0mguy
Hi All,

I am trying to price bond futures. They are no futures class in the library. I did come across forward class.  Are there any other class available?

JOOC, Would futures be added in the upcoming releases?

Thanks
d0tc0mguy
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Re: Futures - Quantlib

Luigi Ballabio
On Tue, 2011-07-12 at 22:59 -0700, d0tc0mguy wrote:
> I am trying to price bond futures. They are no futures class in the library.
> I did come across forward class.  Are there any other class available?

No, not at this time.

> JOOC, Would futures be added in the upcoming releases?

The standard answer would be "yes, if someone contributes them"...

Later,
        Luigi


--

No, I'm not interested in developing a powerful brain. All I'm after
is just a mediocre brain, something like the president of American
Telephone and Telegraph Company.
-- Alan Turing on the possibilities of a thinking machine, 1943.



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