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QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6649)
Replies Last Post Views Sub Forum
Potential Bug by Thompson Mark
1
Sep 06, 2016 by Luigi Ballabio
quantlib-dev
matching EUR OIS to bloomberg with python by vinnieb
3
Sep 06, 2016 by Luigi Ballabio
quantlib-users
QuantLibAddin: How to expose qlo/methods/montecarlo Classes to QuantLibXL by Jerry Jin
3
Aug 29, 2016 by Eric Ehlers-3
quantlib-users
ObjectHandler::property_t by Jerry Jin
2
Aug 29, 2016 by Eric Ehlers-3
quantlib-users
Using quantlib to price swaps with different payment and calculation resets for floating leg by Anyi Zhu
1
Aug 24, 2016 by Luigi Ballabio
quantlib-users
Floor with Step Down notionals by Ghorpadkar, Suhas
1
Aug 24, 2016 by Luigi Ballabio
quantlib-users
Building QuantLib for C# - Is stdcall needed? by Fabrice Lecuyer
0
Aug 23, 2016 by Fabrice Lecuyer
quantlib-dev
Building QuantLib for C# - Is stdcall needed? by Fabrice Lecuyer
0
Aug 23, 2016 by Fabrice Lecuyer
quantlib-users
Adding constant spread to yield curve using ZeroSpreadedTermStructure by Laurent Millischer
0
Aug 22, 2016 by Laurent Millischer
quantlib-users
compiling errors : "C3861: BOOST_MESSAGE: identifier not found" by JeffreyLi
2
Aug 20, 2016 by JeffreyLi
quantlib-users
Nelson Siegel with constraints by Laurent Millischer
3
Aug 18, 2016 by Andres Hernandez
quantlib-users
Best option to complete your thesis by Thomas Shaw
0
Aug 18, 2016 by Thomas Shaw
quantlib-users
ObjectHandler::ohObjectLoad & Usage in standalone C++ Program by michael_ql
1
Aug 17, 2016 by michael_ql
quantlib-users
Quantlib Python - Issue with CallabilitySchedule with CallableFixedRateBond by Barber, Chad
1
Aug 16, 2016 by Gouthaman Balaraman
quantlib-users
Trying multi-threaded Heston calibration by Ghorpadkar, Suhas
0
Aug 12, 2016 by Ghorpadkar, Suhas
quantlib-users
QuantLib SWIG C# - Calling Conventions (cdecl/stdcall) issue by Fabrice Lecuyer
2
Aug 11, 2016 by Fabrice Lecuyer
quantlib-dev
QuantLib SWIG C# - Calling Conventions (cdecl/stdcall) issue by Fabrice Lecuyer
2
Aug 11, 2016 by Fabrice Lecuyer
quantlib-users
License Terms by Rison, Kathryn M
2
Aug 10, 2016 by Luigi Ballabio
quantlib-users
Sqrt of large correlation matrix by ian_dfw
5
Aug 04, 2016 by Etuka Onono-2
quantlib-users
Quantlib-Java by Engin Kandiran
0
Aug 03, 2016 by Engin Kandiran
quantlib-users
What is the meaning of time variable in GBM sample paths by nick.snels
1
Aug 01, 2016 by Luigi Ballabio
quantlib-users
Quantlib 1.8 Python SWIG on Linux/Python 3.5.1 by alihassani
8
Aug 01, 2016 by Luigi Ballabio
quantlib-users
Distributing QuantLib based application by Ghorpadkar, Suhas
1
Aug 01, 2016 by Luigi Ballabio
quantlib-users
QuantlibXL to price amortising bermudan swaption? by troos222
0
Jul 27, 2016 by troos222
quantlib-users
Is intraday calculation of Greeks still a problem? by georgiosd
3
Jul 27, 2016 by Luigi Ballabio
quantlib-users
Credit spread by CK TUNG
3
Jul 23, 2016 by japari
quantlib-users
Caplet Volatility Surface Construction by Gouthaman Balaraman
2
Jul 23, 2016 by Gouthaman Balaraman
quantlib-users
Question about year fraction calculation of China inter-bank bond by 杨拓
2
Jul 22, 2016 by Luigi Ballabio
quantlib-users
SABR global versus local fit by terry leitch
20
Jul 21, 2016 by terry leitch-2
quantlib-users
NuGet package update: QuantLib 1.8 for 64-bit C# projects by grantathon
0
Jul 18, 2016 by grantathon
quantlib-users
relocation R_X86_64_32 against `.rodata.str1.8' can not be used by Jerry Jin
0
Jul 15, 2016 by Jerry Jin
quantlib-users
How to build with c++11 flag? by Jerry Jin
4
Jul 10, 2016 by Jerry Jin
quantlib-users
boost::bind error 'F': must b e a class or namespace when followed by '::' by Jerry Jin
2
Jul 07, 2016 by Jerry Jin
quantlib-users
QuantLibAddin member function OH_GET_OBJECT vs OH_GET_REFERENCE by Jerry Jin
2
Jul 05, 2016 by Jerry Jin
quantlib-users
Hull White Model Calibratioln by zhangh2060
0
Jul 02, 2016 by zhangh2060
quantlib-users
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