Implementing Quantlib

Posted by Etienne Barrier on Dec 05, 2016; 10:27pm
URL: http://quantlib.414.s1.nabble.com/Implementing-Quantlib-tp17891.html

Hello Mr. BALLABIO,

We are engineering students at Arts et Métiers ParisTech and we are conducting a feasibility study to see if Quantlib can be used by structurers in banks, to implement Quantlib in FEDERAL FINANCE (CREDIT MUTUEL ARKEA). 

We worked with QuantlibXL to price bonds and Vanilla options, but soon we had difficulties with it as it is explained in the power point attached. In this attached file you will find our suggestions to improve the use of Quantlib, like architecture problems we had and the lack of online help/tutorials.

As we don’t really know who to ask for advices, and because you are one of the developers, we though you would be able to help us. Please let us know if you have any idea or comments about what we have summarized in the attached file.

Sincerely,

Aymeric FRANCOISE, Rémi RUAUD, Etienne BARRIER

 

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