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QuantLib is a free/open-source library for quantitative finance.
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Topics (6649)
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python quantlib swig to access member function blackFormulaImpliedStdDev by castle
3
May 08, 2017 by CK TUNG
282 quantlib-users
Open Source Risk Engine (ORE) 1.8.2.0 released by Roland Lichters-5
0
May 05, 2017 by Roland Lichters-5
162 quantlib-dev
map<std::string, boost::shared_ptr<BlackVolTermStructure>> crashes on destruction - Excel add-in by Pedro Milet
0
May 04, 2017 by Pedro Milet
153 quantlib-users
Trouble with YieldTermStructure by Cota, Luis
3
May 03, 2017 by Luigi Ballabio
355 quantlib-users
Need Help Getting 1.8 QuantLibXL Framework by emmanuel.p.ablaza
3
May 02, 2017 by Eric Ehlers-3
272 quantlib-users
ObjectHandler / QuantLibAddin / QuantLibXL 1.9 Released by Eric Ehlers-3
0
May 02, 2017 by Eric Ehlers-3
120 quantlib-dev
floating rate bond pricing on excel using quantlib by Silvia Buttarazzi
2
Apr 26, 2017 by Ioannis Rigopoulos
340 quantlib-users
about FX forward using Quantlib by ktchow1
0
Apr 25, 2017 by ktchow1
277 quantlib-users
Info about adaptVanDelta argument in VannaVolgaBarrierEngine by Igor Swie
1
Apr 21, 2017 by Peter Caspers-4
218 quantlib-users
Release candidates for QuantLib 1.10 by Luigi Ballabio
9
Apr 19, 2017 by Luigi Ballabio
192 quantlib-dev
Release candidates for QuantLib 1.10 by Luigi Ballabio
11
Apr 19, 2017 by Luigi Ballabio
154 quantlib-users
Error building objecthandler & gensrc by jsamler
4
Apr 18, 2017 by Eric Ehlers-3
526 quantlib-users
How to price the arithmetic option using python quantlib by floatwing
3
Apr 18, 2017 by Luigi Ballabio
1331 quantlib-users
R: Re: NelsonSiegelFitting parameters in QuantLib Python by tarpanelli@libero.it
0
Apr 13, 2017 by tarpanelli@libero.it
75 quantlib-users
Question about a formula of calculation of Yield of Bond in Quantlib by Xu Tao
4
Apr 13, 2017 by Luigi Ballabio
233 quantlib-users
NelsonSiegelFitting parameters in QuantLib Python by tarpanelli@libero.it
1
Apr 13, 2017 by Luigi Ballabio
590 quantlib-users
matrix inverse boost exception by Peter Caspers-4
4
Apr 12, 2017 by Klaus Spanderen-2
319 quantlib-dev
I doubt that if the sentence in the link below is wrong by floatwing
0
Apr 12, 2017 by floatwing
85 quantlib-users
(no subject) by tarpanelli@libero.it
0
Apr 12, 2017 by tarpanelli@libero.it
64 quantlib-users
Volatility surfaces by info@d-metrics.de
2
Apr 06, 2017 by Peter Caspers-4
768 quantlib-users
Question on BlackCallableFixedRateBondEngine by tarpanelli@libero.it
1
Apr 06, 2017 by Luigi Ballabio
201 quantlib-users
Wrapping QuantLib::VanillaSwap class by Raj Subramani
2
Mar 31, 2017 by Raj Subramani
229 quantlib-users
Pricing fixed coupon bonds with odd first coupon (short/long first coupon) by ryantaylor
1
Mar 30, 2017 by Luigi Ballabio
698 quantlib-users
Calendar info needed - anybody from Iceland? by Luigi Ballabio
0
Mar 30, 2017 by Luigi Ballabio
51 quantlib-users
R: Re: QuantLib Python - pricing a ForwardRateAgreement by tarpanelli@libero.it
0
Mar 30, 2017 by tarpanelli@libero.it
158 quantlib-users
QuantLib Python - pricing a ForwardRateAgreement by tarpanelli@libero.it
1
Mar 29, 2017 by giambologna
502 quantlib-users
Fixed rate bond valuation in final coupon period using simple interest by igitur
1
Mar 29, 2017 by Luigi Ballabio
241 quantlib-users
Quantlib Python - get linked TermStructure from RelinkableYieldTermStructureHandle by giambologna
0
Mar 28, 2017 by giambologna
1322 quantlib-users
Regarding Issue in compiling Quantlib-1.9.2 on Solaris Sun C++ 5.12 SunOS_sparc with Boost 1.62.0 by shailesh kumar
1
Mar 24, 2017 by Luigi Ballabio
157 quantlib-users
Different first and non-first solvers for IterativeBootstrap by igitur
2
Mar 22, 2017 by igitur
228 quantlib-users
Is there a VS-2017 compatible version of x64 quantlib & boost library? by ziegele
1
Mar 21, 2017 by Luigi Ballabio
861 quantlib-users
QuantLibXL Monte Carlo Simulation example by Jerry Jin
3
Mar 17, 2017 by Eric Ehlers-3
504 quantlib-users
What does this forward curve primitive function do? by Student T
1
Mar 16, 2017 by Peter Caspers-4
336 quantlib-users
QL in Pyhton - Smooth Forward Swap Curve Bootstrapping (historical bloomberg data) by TSchulz85
0
Mar 07, 2017 by TSchulz85
506 quantlib-users
Ruby SWIG SegFault by ryantaylor
2
Mar 06, 2017 by ryantaylor
260 quantlib-dev
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