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how do i use it - a newbie

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Sandip P Deshmukh

how do i use it - a newbie

hello all

i was impressed and confused about what i read at quantlib website.

i am a newbie to both finance and linux. typically, i will like to know
if there are any ready to use applications for calculating options
premia using black and scholes model, etc.

it would be great if these applications can access say, yahoo finance or
some other website and get the quotes, etc.

i am sorry if this post is ot :)

--
regards,

sandip p deshmukh
------***--------

Xavier.Abulker

Re: how do i use it - a newbie

Hello Sandip,
I've built a small MS windows interface based on quantlib to price options
(european/american), see greeks, implied vol and graphs.
You can download it
But no link to yahoo!, I've seen it with R and the R-Quantlib interface:
cran.r-project.org

http://www.geocities.com/xavier_abulker

Regards
Xavier

Sandip P Deshmukh
<[hidden email]> To: [hidden email]
Sent by: cc:
[hidden email] Subject: [Quantlib-users] how do i use it - a newbie
eforge.net

31/12/2002 11:50

hello all

i was impressed and confused about what i read at quantlib website.

i am a newbie to both finance and linux. typically, i will like to know
if there are any ready to use applications for calculating options
premia using black and scholes model, etc.

it would be great if these applications can access say, yahoo finance or
some other website and get the quotes, etc.

i am sorry if this post is ot :)

--
regards,

sandip p deshmukh
------***--------

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Sandip P Deshmukh

Re: how do i use it - a newbie

On Tue, Dec 31, 2002 at 12:01:25PM +0100, [hidden email] wrote:
>
> Hello Sandip,
> I've built a small MS windows interface based on quantlib to price options
> (european/american), see greeks, implied vol and graphs.

oh - thank you for your response. but i do not have ready access to
windows machine. basically, i wanted to know if quantlib is to be used
for doing things like pricing options and futures, identifying arbitrage
opportunities, etc.

and if so, are there any ready to use utilities i can use.

> You can download it
> But no link to yahoo!, I've seen it with R and the R-Quantlib interface:
> cran.r-project.org

the utility of a possible update from yahoo is that i do not have to
punch in the numbers again.

so, if both the programs/ utilities i am looking for are available, i
can work out pricing and identify arbitrage opportunities efficiently.

thanks for your help.

--
regards,

sandip p deshmukh
------***--------

We have a equal opportunity Calculus class -- it's fully integrated.

Ferdinando Ametrano-3

Re: how do i use it - a newbie

In reply to this post by Xavier.Abulker

Hi Xavier

>I've built a small MS windows interface based on quantlib to price options
>(european/american), see greeks, implied vol and graphs.
>You can download it
I've tried your interface but I get the error message "The dynamic link
library vcl60.bpl could not be found in the specified path [... the long
path list here, including my Visual Studio 6 installation ...]

What am I missing? What should I install? Could you build your interface
statically linking that library?

thank you

happy new year everybody

ciao -- Nando

Janos Gyenese

Re: how do i use it - a newbie

Hi Nando,
You should use Borland compiler (maybe C++ builder).

Happy New year for 2003.

rgds
Janos

----- Original Message -----
From: "Ferdinando Ametrano" <[hidden email]>
To: <[hidden email]>
Cc: "QuantLib-users" <[hidden email]>
Sent: Wednesday, January 01, 2003 12:23 PM
Subject: Re: [Quantlib-users] how do i use it - a newbie

> Hi Xavier
>
> >I've built a small MS windows interface based on quantlib to price
options

> >(european/american), see greeks, implied vol and graphs.
> >You can download it
> I've tried your interface but I get the error message "The dynamic link
> library vcl60.bpl could not be found in the specified path [... the long
> path list here, including my Visual Studio 6 installation ...]
>
> What am I missing? What should I install? Could you build your interface
> statically linking that library?
>
> thank you
>
> happy new year everybody
>
> ciao -- Nando
>
>
>
>
>
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
> Quantlib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Rod Pienaar

Re: how do i use it - a newbie

In reply to this post by Sandip P Deshmukh

Sandip

I have built a small European option pricing tool and attached my Borland C++ professional version 6 project files.

The application can also be downloaded at www.yieldcurve.com.

Hope this helps.

Rgds
Rod

(See attached file: CRAB_.zip)

Sandip P Deshmukh
<[hidden email]> To: [hidden email]
Sent by: cc: [hidden email],
[hidden email] [hidden email]
ceforge.net Subject: Re: [Quantlib-users] how do i use it - a newbie

31/12/2002 11:38

On Tue, Dec 31, 2002 at 12:01:25PM +0100, [hidden email] wrote:
>
> Hello Sandip,
> I've built a small MS windows interface based on quantlib to price options
> (european/american), see greeks, implied vol and graphs.

oh - thank you for your response. but i do not have ready access to
windows machine. basically, i wanted to know if quantlib is to be used
for doing things like pricing options and futures, identifying arbitrage
opportunities, etc.

and if so, are there any ready to use utilities i can use.

> You can download it
> But no link to yahoo!, I've seen it with R and the R-Quantlib interface:
> cran.r-project.org

the utility of a possible update from yahoo is that i do not have to
punch in the numbers again.

so, if both the programs/ utilities i am looking for are available, i
can work out pricing and identify arbitrage opportunities efficiently.

thanks for your help.

--
regards,

sandip p deshmukh
------***--------

We have a equal opportunity Calculus class -- it's fully integrated.

-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
Welcome to geek heaven.
http://thinkgeek.com/sf
_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quantlib-users

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CRAB_.zip (701K) Download Attachment