Dear All,
Does anyone out there know of any institutions or banks that use Quantlib as some sort of valuation tool? Regards Theo Get a FREE AOL Email account with unlimited storage. Plus, share and store photos and experience exclusively recorded live music Sessions from your favourite artists. Click Here for more information. ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
On Fri, 2007-09-21 at 07:59 -0400, [hidden email] wrote:
> Does anyone out there know of any institutions or banks that use > Quantlib as some sort of valuation tool? Let me follow up. It would be nice to have a "Who's using QuantLib" on the web site, so if you can disclose that you're using the library in any way, please do so (you can email me as well as Theo.) If it doesn't take too much time, it would be great if you added a couple of lines describing how you use it. Thanks, Luigi -- Weiler's Law: Nothing is impossible for the man who doesn't have to do it himself. ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
In reply to this post by Theo Boafo
Yes. We use it in Raiffeisenbank Czech republic for pricing of structured bonds that inherit vanila option and digital option risks. We use this library only few months, but our usage of Quantlib is growing and we consider it as great library (among others because of its licence). Best regards Petr
Dear All, Does anyone out there know of any institutions or banks that use Quantlib as some sort of valuation tool? Regards Theo Get a FREE AOL Email account with unlimited storage. Plus, share and store photos and experience exclusively recorded live music Sessions from your favourite artists. Click Here for more information.------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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