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Re: How to handle sink schedules, stepped coupons, stepped formulas, callable floaters?

Posted by Billy Ng-5 on May 28, 2012; 10:39am
URL: http://quantlib.414.s1.nabble.com/How-to-handle-sink-schedules-stepped-coupons-stepped-formulas-callable-floaters-tp7771p7785.html

Hi,

IMHO, google on "quantlib experience" and taking a look at QuantLib-Jobs mailing archive may give some insight into this aspect.

Billy


> Q2> Is there any serious commercial adoption of this library?

Good question.  I'm forced to give my usual lame answer, which is that
I'm aware of a few places where the library is used but I don't think
I can disclose them.  The only other clue I have is that people
subscribe to the mailing list with email addresses from all around the
financial world; but again, I can't share any of them.  So all in all,
the picture of the adoption of the library is quite opaque, even for
me.  I have a slightly better view of its use in academy, since I get
invited from time to time to give lectures on the architecture of the
library.  But even there, I don't have much feedback about its use in
research.  Which might as well mean that it's not used, of course...

Luigi

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