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For caps and floors pricing engines, I see that QuantLib has both Bachelier and Black versions (BachelierCapFloorEngine and BlackCapFloorEngine). However, for purposes of pricing a floating rate bond…
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Hi,
I'm looking to price a bermudan callable floating rate bond using quantlib. I'm trying to adapt the approach explained in the "Gaussian1D Model" notebook in the ql examples, that is, modeling "…
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## Description
When I tried to convert my onnx files to the tensorrt engine using tensorrt, the entire network was converted to a huge layer. However, my original model was very large and complex, …
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- [ ] Review information provided in Cloud.gov support email (below)
- [ ] Determine a path forward
- [ ] Document proposed work
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Implement an MC engine for pricing a European spread option leveraging CUDA.
## Details of the implementation
Don't know, I have to learn Cuda a little bit.
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import requests
import json
import time
from datetime import datetime
from bs4 import BeautifulSoup # For web scraping
# Trend analysis using web scraping (reducing API dependency)
def find_trending…
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### 1. Summary
It would be nice, if to SpeechRecognition documentation would be added links to these parameters of each [**speech recognition engines/API**](https://github.com/Uberi/speech_recognitio…
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So that we avoid:
```
val kolasuLanguage = KolasuLanguage("pricing").apply {
addClass(Amount::class)
addEnumClass(Currency::class)
addClass(PricingStrategy::…
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### Prerequisites
- [X] I have carried out troubleshooting steps and I believe I have found a bug.
- [ ] I have searched for similar bugs in both open and closed issues and cannot find a duplicate.
…
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Hello!
I found that calling `option.delta()` having `BjerksundStenslandApproximationEngine` used as the pricing engine causing `RuntimeError: delta not provided` although the main code in `bjerksun…