QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6649)
Replies Last Post Views Sub Forum
How to develop at best with QuantLib on Ubuntu by Paolo Tenconi
2
by Luigi Ballabio
quantlib-users
Build unsuccessfully in release version, errors happen in testsuite by Xiaotong Wang
1
by Luigi Ballabio
quantlib-users
Exposing a new function in QLAddinCpp by Lapin
2
by Eric Ehlers-2
quantlib-users
Time to expiration in fraction of day or minutes or seconds by giogio
0
by giogio
quantlib-users
Re: timeFromReference by Luigi Ballabio
1
by Boafo, Theophilus
quantlib-users
Inflation Index Interpolation by Peter Caspers-4
0
by Peter Caspers-4
quantlib-dev
How to contribute by Minos Bambinos
0
by Minos Bambinos
quantlib-dev
64 bit compilation by Samuel Quinodoz
1
by Luigi Ballabio
quantlib-users
Newbie, need help with GARCH by hipath
1
by Luigi Ballabio
quantlib-users
solution file for VC11 by tallent_e
7
by Luigi Ballabio
quantlib-users
dates in quantlib by Pavan Shah-2
3
by Pavan Shah-2
quantlib-users
Historical back testing by colman
0
by colman
quantlib-dev
can't compile in LINUX by Pavan Shah-2
2
by Luigi Ballabio
quantlib-users
Brent solver change. by Francis Duffy
8
by Luigi Ballabio
quantlib-users
Markov Functional Model by Peter Caspers-4
4
by Peter Caspers-4
quantlib-dev
[ quantlib-Bugs-3588373 ] (with fix) warning C4244: std::ostream::setw() with STLPort by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Bugs-3588369 ] (with fix) vs2010 warning C4005: 'M_PI' : macro redefinition by SourceForge.net
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by SourceForge.net
quantlib-dev
Re: Small error in QuantLibXL (leg.xml) by Luigi Ballabio
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by Luigi Ballabio
quantlib-dev
ObjectHandler error on Ubuntu by Paolo Tenconi
0
by Paolo Tenconi
quantlib-users
Python - pickling quantlib objects? by Matthew Gline
2
by Piter Dias-4
quantlib-users
ClientCppInstrumentIn Link Error with VC10 by Lapin
8
by Luigi Ballabio
quantlib-users
Re: crash in test suite testKernelInterpolation2D with STLPort : the iterator shouldn't be stored? by Luigi Ballabio
0
by Luigi Ballabio
quantlib-users
CPIBond by jean-renaud viala
1
by Luigi Ballabio
quantlib-users
Simple Addin in C++ does not compile by Lapin
1
by Luigi Ballabio
quantlib-users
test suite listing by marcelloptr
4
by Luigi Ballabio
quantlib-users
writing SWIG file for forward/FRA by Tawanda Gwena
2
by Luigi Ballabio
quantlib-dev
[ quantlib-Bugs-3575440 ] a small one - gammadistribution.cpp by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-3582579 ] Differential Evolution improvement by SourceForge.net
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by SourceForge.net
quantlib-dev
[ quantlib-Patches-3582579 ] Differential Evolution improvement by SourceForge.net
0
by SourceForge.net
quantlib-dev
thread safe session handling via TSS by Riccardo Ghetta
4
by Riccardo Ghetta
quantlib-dev
Black Vega by Peter Caspers-4
2
by Luigi Ballabio
quantlib-dev
Re: QuantLib-dev Digest, Vol 78, Issue 3 by Theo Boafo
2
by Luigi Ballabio
quantlib-dev
Why doesn't there exist a QuantLib Leg Hierachy? by Sebastian Poloczek
3
by Luigi Ballabio
quantlib-dev
QL_USE_INDEXED_COUPON by ytian-2
1
by Luigi Ballabio
quantlib-users
Simulating Heston/Bates processes by henaffp
0
by henaffp
quantlib-dev
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