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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
Tokyo Calendar Equinox patch by KAWANISHI Tomoya
6
Jan 28, 2003 by KAWANISHI Tomoya
quantlib-users
Calendar question by Luigi Ballabio-2
1
Jan 27, 2003 by KAWANISHI Tomoya
quantlib-users
new release of quantlib by Chak Jack Wong
2
Jan 25, 2003 by Ferdinando Ametrano-...
quantlib-users
Day counters in Swaps by Bill Q
1
Jan 24, 2003 by Luigi Ballabio-2
quantlib-users
Quantlib on .Net by George Smith-3
0
Jan 24, 2003 by George Smith-3
quantlib-users
QuantLib.NET-0.3.1 final by Jens Thiel
2
Jan 20, 2003 by Ferdinando M. Ametra...
quantlib-dev
Missing currentLink attribute by Andre Louw-2
1
Jan 15, 2003 by Luigi Ballabio-2
quantlib-users
New golden master by Luigi Ballabio-2
3
Jan 15, 2003 by Luigi Ballabio-2
quantlib-dev
A Recursive approach to construction of ...NCubicSpline classes (a missing part) by RGProlog
0
Jan 14, 2003 by RGProlog
quantlib-users
RE: A recursive approach to construction of Bi, Tri and NcubicSpline classes. by RGProlog
0
Jan 14, 2003 by RGProlog
quantlib-users
Some issues by Jens Thiel
16
Jan 13, 2003 by Ferdinando M. Ametra...
quantlib-dev
daily range accruals: tree pricing by Perissin Francesco
0
Jan 13, 2003 by Perissin Francesco
quantlib-users
Re: [Quantlib-dev] Some issues by Ferdinando Ametrano-...
0
Jan 08, 2003 by Ferdinando Ametrano-...
quantlib-users
settlement days for discount factor by Chak Jack Wong
3
Jan 06, 2003 by Jens Thiel
quantlib-users
how do i use it - a newbie by Sandip P Deshmukh
5
Jan 03, 2003 by Rod Pienaar
quantlib-users
LocalVolCurve::localVolImpl by Jens Thiel
2
Dec 31, 2002 by Ferdinando Ametrano-...
quantlib-dev
Problems Building Quantlib for PDA by liam_herron
1
Dec 30, 2002 by Ferdinando Ametrano-...
quantlib-users
Release candidate by Luigi Ballabio-2
1
Dec 20, 2002 by Dirk Eddelbuettel
quantlib-dev
Autotools by Luigi Ballabio-2
8
Dec 19, 2002 by Ferdinando M. Ametra...
quantlib-dev
RE:Integral of a one-dimensional function as a template function by RGProlog
3
Dec 16, 2002 by Chak Jack Wong
quantlib-users
Wee-Khoon CHONG/gb/socgen is out of the office. by wee-khoon.chong
0
Dec 12, 2002 by wee-khoon.chong
quantlib-users
RE:Integral of a one-dimensional function as a template function by RGProlog
0
Dec 09, 2002 by RGProlog
quantlib-users
Quantlib-users digest, Vol 1 #206 - 10 msgs by quantlib-users-reque...
0
Dec 09, 2002 by quantlib-users-reque...
quantlib-users
Halton sequence with QuantLib by Carlo Vicentini
0
Dec 09, 2002 by Carlo Vicentini
quantlib-users
fx in Quantlib by Xavier.Abulker
4
Nov 29, 2002 by Ferdinando Ametrano-...
quantlib-users
Problems in Bermudan Swaption by andrea.odetti-2
6
Nov 29, 2002 by Ferdinando Ametrano-...
quantlib-users
Newbie question: Any examples using capfloor pricers by John Blankson
1
Nov 25, 2002 by Sadruddin Rejeb-4
quantlib-users
RQuantLib [ an interface to QuantLib from R ] updated by Dirk Eddelbuettel
0
Nov 14, 2002 by Dirk Eddelbuettel
quantlib-users
decreasing discount factors by Ferdinando M. Ametra...
7
Nov 11, 2002 by Marco Marchioro-2
quantlib-dev
EuropeanOption by Thomas Gygax
1
Nov 06, 2002 by Luigi Ballabio-2
quantlib-users
DiscretizedAsset by andrea.odetti-2
0
Nov 04, 2002 by andrea.odetti-2
quantlib-users
new faster method to price American option with discrete dividends by Xavier.Abulker
1
Nov 01, 2002 by Luigi Ballabio-2
quantlib-users
DiscretizedAsset by andrea.odetti-2
1
Oct 30, 2002 by Ferdinando M. Ametra...
quantlib-users
memory leaks in MSVC by andrea.odetti-2
0
Oct 30, 2002 by andrea.odetti-2
quantlib-users
RE: Quantlib-users meeting in Sydney (Australia) ? by Michael J. Booth
5
Oct 29, 2002 by Jody Goldberg-2
quantlib-users
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