Posted by
Marco Craveiro on
Dec 06, 2016; 7:41am
URL: http://quantlib.414.s1.nabble.com/Implementing-Quantlib-tp17891p17892.html
Salut Etienne,
Have you read Implementing QuantLib? Should give you guys a good head start.
https://leanpub.com/implementingquantlibIf you don't want to buy the book, the blog posts are good too:
http://www.implementingquantlib.com/p/archive.htmlGood luck
On 5 December 2016 at 22:27, Etienne Barrier <
[hidden email]> wrote:
> 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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--
Marco Craveiro
MD, Domain Driven Consulting
about:
http://about.me/marcocraveiroblog:
http://mcraveiro.blogspot.co.uktwitter:
https://twitter.com/MarcoCraveiroThat the Ideas are themselves manifestations (of the Idea-Idea) and
that the Idea-Idea is a-kind-of Manifestation-Idea—which is a-kind-of
itself, so that the system is completely self-describing— would have
been appreciated by Plato as an extremely practical joke [Plato]. --
Alan Key
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Order your platform today.
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