Online yield curve utility using Quantlib.

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

Online yield curve utility using Quantlib.

T Robbertze
Hi

I used Quantlib to created a free online utility to build interest rate yield curves from cash-deposits, forward-rate-agreements, interest-rate-futures and interest-rate-swaps.

Currently the utility lacks a proper set of data (I am working on the problem), and cannot really do anything other than build vanilla yield curves.

I would really apprecaite it if everybody could take a look at the site and comment, especially on possible enhancements and what features I should add to make it actually usefull.

The website can be found at http://www.bramaan.com

Regards

Theo Robbertze
Reply | Threaded
Open this post in threaded view
|

Re: Online yield curve utility using Quantlib.

Ferdinando M. Ametrano-3
Hi Theo

>  I used Quantlib to created a free online utility to build interest rate
>  yield curves from cash-deposits, forward-rate-agreements,
>  interest-rate-futures and interest-rate-swaps.
>  [...]
>  I would really apprecaite it if everybody could take a look at the site and
>  comment, especially on possible enhancements and what features I should add
>  to make it actually usefull.
>
>  The website can be found at http://www.bramaan.com

It's not mandatory, but it would be nice if QuantLib could be
acknowledged, maybe with a link to quantlib.org

The pages are not rendered properly on Firefox 2.0, so I haven't
played further with your tool.

ciao -- Nando

-------------------------------------------------------------------------
This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
Don't miss this year's exciting event. There's still time to save $100.
Use priority code J8TL2D2.
http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users