Hi guys,
I'm looking to set up simple bond analytics for US Agency callable bonds (eff. Dur, eff. Cnvx, OAS/swaps etc..).
I'm trying to assess if QuantLib would fit the bill and to understand the total costs involved in getting the infrastructure up and running. This would include the data feeds etc..
I'd appreciate any help/wisdom from folks who've done this before, Sincerely, Ro ------------------------------------------------------------------------------ Managing the Performance of Cloud-Based Applications Take advantage of what the Cloud has to offer - Avoid Common Pitfalls. Read the Whitepaper. http://pubads.g.doubleclick.net/gampad/clk?id=121054471&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
As quantlib is free, it costs nothing from its side:) however you need somebody with talent to understand and use this tool :( 发自我的 iPad
------------------------------------------------------------------------------ Managing the Performance of Cloud-Based Applications Take advantage of what the Cloud has to offer - Avoid Common Pitfalls. Read the Whitepaper. http://pubads.g.doubleclick.net/gampad/clk?id=121054471&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
In reply to this post by Rohit Thapliyal
Does this include the development costs? (You'll have to write some
code to interface it to your systems, and those depend on your infrastructure.) Luigi On Wed, Feb 19, 2014 at 2:28 AM, Rohit Thapliyal <[hidden email]> wrote: > Hi guys, > > I'm looking to set up simple bond analytics for US Agency callable bonds > (eff. Dur, eff. Cnvx, OAS/swaps etc..). > > I'm trying to assess if QuantLib would fit the bill and to understand the > total costs involved in getting the infrastructure up and running. This > would include the data feeds etc.. > > I'd appreciate any help/wisdom from folks who've done this before, > > Sincerely, > Ro > > ------------------------------------------------------------------------------ > Managing the Performance of Cloud-Based Applications > Take advantage of what the Cloud has to offer - Avoid Common Pitfalls. > Read the Whitepaper. > http://pubads.g.doubleclick.net/gampad/clk?id=121054471&iu=/4140/ostg.clktrk > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > -- <https://implementingquantlib.blogspot.com> <https://twitter.com/lballabio> ------------------------------------------------------------------------------ Managing the Performance of Cloud-Based Applications Take advantage of what the Cloud has to offer - Avoid Common Pitfalls. Read the Whitepaper. http://pubads.g.doubleclick.net/gampad/clk?id=121054471&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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