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quantlib-dev

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Topics (2421)
Replies Last Post Views
[ quantlib-Feature Requests-3135930 ] calendar files for france by SourceForge.net
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Dec 12, 2010 by SourceForge.net
Disposable doesn't work? by Kakhkhor Abdijalilov
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Dec 04, 2010 by Kakhkhor Abdijalilov
Black-Scholes Process required in MCHimalayanEngine by Andreas Spengler-2
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Nov 30, 2010 by Luigi Ballabio
[ quantlib-Patches-3017462 ] Ziggurat Algorithm (repost) by SourceForge.net
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Nov 30, 2010 by SourceForge.net
Re: clang++ cannot compile quantlib >> 5 fixes then OK by Chris Kenyon-2
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Nov 29, 2010 by Luigi Ballabio
[ quantlib-Feature Requests-2909164 ] VS2010 QL solution, projects, and code changes by SourceForge.net
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Nov 23, 2010 by SourceForge.net
[ quantlib-Bugs-3116601 ] Bond Yield calculation for short maturity bonds by SourceForge.net
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Nov 23, 2010 by SourceForge.net
[ quantlib-Bugs-3116601 ] Bond Yield calculation for short maturity bonds by SourceForge.net
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Nov 23, 2010 by SourceForge.net
[ quantlib-Patches-3101580 ] Fix to KnuthUniformRng by SourceForge.net
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Nov 19, 2010 by SourceForge.net
[ quantlib-Patches-2783225 ] EnhancedBlackScholesProcess that supports vega stresstests by SourceForge.net
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Nov 19, 2010 by SourceForge.net
LNK1106 by Peter Caspers-2
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Nov 18, 2010 by Peter Caspers-2
JQuantLib latest version by tarpanelli@libero.it
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Nov 15, 2010 by Luigi Ballabio
using quantlib in Matlab by steven e. pav
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Nov 15, 2010 by Luigi Ballabio
new singleton test by Kakhkhor Abdijalilov
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Nov 15, 2010 by Kakhkhor Abdijalilov
Re: Small bug in inflationPeriod() by Chris Kenyon-2
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Nov 14, 2010 by Chris Kenyon-2
Complex numbers in Add-In by Simon Ibbotson-2
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Nov 12, 2010 by Simon Ibbotson-2
Small bug in inflationPeriod() in termstructures/inflationtermstructure.cpp by Niall O'Sullivan
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Nov 10, 2010 by Niall O'Sullivan
QuantLibXL Documentation by Breig, Dr. Christoph...
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Nov 10, 2010 by Breig, Dr. Christoph...
Quanto Basket by tarpanelli@libero.it
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Nov 10, 2010 by tarpanelli@libero.it
new serialization code problem by Ferdinando M. Ametra...
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Nov 09, 2010 by Ferdinando M. Ametra...
[ quantlib-Feature Requests-2909164 ] VS2010 QL solution, projects, and code changes by SourceForge.net
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Nov 09, 2010 by SourceForge.net
[ quantlib-Patches-3105608 ] binomial tree support for non-flat interest rates by SourceForge.net
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Nov 08, 2010 by SourceForge.net
[ quantlib-Patches-3105608 ] binomial tree support for non-flat interest rates by SourceForge.net
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Nov 08, 2010 by SourceForge.net
[ quantlib-Feature Requests-2909164 ] VS2010 QL solution, projects, and code changes by SourceForge.net
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Nov 04, 2010 by SourceForge.net
Non-copyable KnuthUniformRng by Slava Mazur-2
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Nov 04, 2010 by Luigi Ballabio
Longstaff-Schwartz method, SVD and OLS by Kakhkhor Abdijalilov
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Nov 04, 2010 by Klaus Spanderen-2
[ quantlib-Patches-3102452 ] GARCH calibration by SourceForge.net
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Nov 03, 2010 by SourceForge.net
[ quantlib-Patches-3101580 ] Fix to KnuthUniformRng by SourceForge.net
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Nov 02, 2010 by SourceForge.net
[ quantlib-Patches-3101580 ] Fix to KnuthUniformRng by SourceForge.net
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Nov 02, 2010 by SourceForge.net
Currency and operator< by andrea-110
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Nov 02, 2010 by Luigi Ballabio
Analytic Discrete Geometric Average Strike Asian Engine by Kakhkhor Abdijalilov
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Oct 29, 2010 by Kakhkhor Abdijalilov
Extending short-rate models for credit / inflation. by Simon Ibbotson-2
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Oct 28, 2010 by Simon Ibbotson-2
fix for intel's compiler by Kakhkhor Abdijalilov
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Oct 27, 2010 by Kakhkhor Abdijalilov
[ quantlib-Bugs-3096252 ] errors in syntheticcdo.cpp by SourceForge.net
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Oct 27, 2010 by SourceForge.net
Re: QuantLib-dev Digest, Vol 53, Issue 8 by Gary Wilson-9
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Oct 27, 2010 by Gary Wilson-9
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