Re: how do i use it - a newbie

Posted by Rod Pienaar on
URL: http://quantlib.414.s1.nabble.com/how-do-i-use-it-a-newbie-tp2323p2324.html


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                                                                                                              
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                      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.


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