QuantLib

QuantLib is a free/open-source library for quantitative finance.
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Topics (6649)
Replies Last Post Views Sub Forum
Passing on a discount curve without interpolating by teejayu
3
by Peter Caspers-4
quantlib-users
QuantLibXL on Mac OS by Carmelo Leo
1
by Eric Ehlers-3
quantlib-users
error during make check by Sangmin Park
1
by Peter Caspers-4
quantlib-dev
Fwd: QuantLib User Meeting 2015 by Luigi Ballabio
0
by Luigi Ballabio
quantlib-dev
QuantLib User Meeting 2015 by Luigi Ballabio
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by Luigi Ballabio
quantlib-users
Unable to start program QuantLib-XXX-mt-s.lib Unknown error:0x800700c1 by young mengyuan
1
by cheng li
quantlib-users
Link error, link path set correctly by young mengyuan
1
by cheng li
quantlib-users
dual curve bootstrapping by ashwinids
6
by Stefano Portolan
quantlib-users
unknown error 0x800700c1" QuantLib-vc140-mt-s.lib when local debugging by Thomaxyoung
0
by Thomaxyoung
quantlib-users
inflation seasonality by BL BL
7
by Luigi Ballabio
quantlib-users
Hacktoberfest by Luigi Ballabio
5
by Luigi Ballabio
quantlib-users
On integrating a new numerical method into QL by Joe FitzGerald
3
by Luigi Ballabio
quantlib-users
ZeroCurve in Python by Birgir Arnarson
1
by Luigi Ballabio
quantlib-users
Exposing CallableFixedRateBond to QuantLibXL: how to use ShortRateModel instead of AffineModel by Lisa Ann
1
by Eric Ehlers-3
quantlib-users
Numerical Greeks by DPaulino
1
by Luigi Ballabio
quantlib-users
localVolatility uses Constant Vol by BL BL
1
by Peter Caspers-4
quantlib-users
ambiguous symbol error building Quantlib 1.6 with Boost 1.59 unit_test_framework by Anshuman Sinha
1
by Luigi Ballabio
quantlib-users
Barrier Option with Local Vol by BL BL
5
by BL BL
quantlib-users
Asset swap test suite failures by Peter Caspers-4
0
by Peter Caspers-4
quantlib-dev
Static method for returning CommonVars by igitur
6
by Luigi Ballabio
quantlib-dev
Registration puzzle in OISRateHelper by Krystul, J (Jaroslav...
1
by Luigi Ballabio
quantlib-users
Spam on the mailing list by Luigi Ballabio
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by Luigi Ballabio
quantlib-users
Visual Studio 2015 (vc14) solution and projects files for QuantlibXL by igitur
2
by igitur
quantlib-dev
QuantLib 1.6.2 released by Luigi Ballabio
0
by Luigi Ballabio
quantlib-announce
QuantLib 1.6.2 released by Luigi Ballabio
0
by Luigi Ballabio
quantlib-dev
QuantLib 1.6.2 released by Luigi Ballabio
0
by Luigi Ballabio
quantlib-users
ql 1.6.1 linker error - QuantLib::Error::Error() by Glenn Williamson
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by Glenn Williamson
quantlib-users
Access violation error when HullWhite Class made by 다.김호진
0
by 다.김호진
quantlib-users
Ruby SWIG - Errors on build by curt
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by curt
quantlib-users
Migrating to the reposit project by Eric Ehlers-3
1
by Eric Ehlers-3
quantlib-dev
Problems with QuantLibXL with Visual Studio 2013 by Lapin
1
by cheng li
quantlib-users
Tutorial to use ObjectHandler outside of QuantLibXL by Lisa Ann
14
by Eric Ehlers-3
quantlib-users
3-Day Intensive - Introduction to QuantLib Development with Luigi - October 19-21st by MoneyScience
0
by MoneyScience
quantlib-users
Writing C++ Add-In Using quantLIb by Alex Fonseca
2
by Keith A. Lewis
quantlib-users
Test suite failure in master by Peter Caspers-4
2
by Peter Caspers-4
quantlib-dev
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