QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6649)
Replies Last Post Views Sub Forum
WG: VC++2008 / Excel 2003 / QLXL by petercaspers
3
by Eric Ehlers-2
quantlib-users
Ziggurat algorithm for normal deviates by Kakhkhor Abdijalilov
4
by Kakhkhor Abdijalilov
quantlib-dev
Re: qlYieldTSParRate by Eric Ehlers-2
0
by Eric Ehlers-2
quantlib-users
[ quantlib-Patches-2909358 ] Copula random number generators by SourceForge.net
0
by SourceForge.net
quantlib-dev
Piecewise constant time dependent Heston Calibration on GPU (CUDA) by Klaus Spanderen-2
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by Klaus Spanderen-2
quantlib-users
[ quantlib-Patches-2998216 ] Asset-or-nothing option by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-2998186 ] Cash-or-nothing option by SourceForge.net
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by SourceForge.net
quantlib-dev
[ quantlib-Patches-2998228 ] Gap option by SourceForge.net
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by SourceForge.net
quantlib-dev
[ quantlib-Patches-2825951 ] Affine model term structure class by SourceForge.net
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by SourceForge.net
quantlib-dev
[ quantlib-Patches-3011676 ] calculate mean/variance using a numerically-stable method by SourceForge.net
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by SourceForge.net
quantlib-dev
[ quantlib-Patches-3022766 ] BlackDeltaCalculator by SourceForge.net
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by SourceForge.net
quantlib-dev
(no subject) by Simon Ibbotson-2
7
by Simon Ibbotson-2
quantlib-dev
QuantLibXL / ObjectHandler 1.0.1 Prerelease Files by Eric Ehlers-2
7
by Ferdinando M. Ametra...
quantlib-dev
Running tests under Linux by Grześ Andruszkiewicz
0
by Grześ Andruszkiewicz
quantlib-dev
QuantLibXL / ObjectHandler 1.0.1 Released by Eric Ehlers-2
0
by Eric Ehlers-2
quantlib-announce
QuantLibXL / ObjectHandler 1.0.1 Released by Eric Ehlers-2
0
by Eric Ehlers-2
quantlib-users
Compilation and disk space by Grześ Andruszkiewicz
1
by Luigi Ballabio
quantlib-dev
[ quantlib-Patches-3011676 ] calculate mean/variance using a numerically-stable method by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-3003152 ] Array.hpp extension with a typedef for size_type by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-3000492 ] Enhancements to TimeSeries class by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-3003124 ] Array.hpp extension with a typedef for size_type by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-3017364 ] Ziggurat Algorithm by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-3022766 ] BlackDeltaCalculator by SourceForge.net
0
by SourceForge.net
quantlib-dev
[ quantlib-Patches-3073920 ] Commodity Unit of Measure Test Cases by SourceForge.net
0
by SourceForge.net
quantlib-dev
FdHestonHullWhiteVanillaEngine [was Re: SwaptionVolatilityCube] by Selene Makarios
1
by Klaus Spanderen-2
quantlib-users
all potential IRR of cash flows by homay2
3
by Luigi Ballabio
quantlib-users
Re: qlYieldTSParRate by Ferdinando M. Ametra...
0
by Ferdinando M. Ametra...
quantlib-users
Bonds by simone pilozzi
1
by Luigi Ballabio
quantlib-users
Getting wrong results for qlrand(). Wrong Excel Version? by stephan buschmann
1
by Circo Giuseppe (DAM)
quantlib-users
What is the difference between RateHelper and RateHelper2 ? by ElMariachi
4
by Luigi Ballabio
quantlib-users
Ndays Parameter to Piecewise Yield Curve by ElMariachi
0
by ElMariachi
quantlib-users
R: Re: caplet stripper extrapolation problems by tarpanelli@libero.it
1
by Luigi Ballabio
quantlib-users
Compiling Quantlib for .NET by Ahmad Mahomed
2
by Luigi Ballabio
quantlib-dev
caplet stripper extrapolation problems by tarpanelli@libero.it
1
by Luigi Ballabio
quantlib-users
Getting started by Grześ Andruszkiewicz
2
by Luigi Ballabio
quantlib-dev
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