Users of Quantlib

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Users of Quantlib

Theo Boafo
Dear All,

Does anyone out there know of any institutions or banks that use Quantlib as some sort of valuation tool?


Regards

Theo



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Re: Users of Quantlib

Luigi Ballabio
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.



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Re: Users of Quantlib

Petr.JANDA
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



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21.09.2007 13:59

       
        To:        [hidden email]
        cc:        (bcc: Petr JANDA/CRB-PRAHA)
        Subject:        [Quantlib-users] Users of Quantlib



Dear All,

Does anyone out there know of any institutions or banks that use Quantlib as some sort of valuation tool?


Regards

Theo



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