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I’m not sure if this should be classified as a bug or a misunderstanding on my part, so feel free to close this issue if it’s not a bug.
Since it’s hard to create a reproducible example, let me des…
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This is with actual data from today, 1st day this has failed. Removing the OISRateHelper adds to "helpers", does not fail. If I move the businessDate forward to Sep 3 (and add some fixings), excepti…
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Hi,
I am using Python 3.10 and I have been building a package on top of QuantLib 1.32 and decided to upgrade to QuantLib 1.35. After the upgrade, I see that all of the tests are passing but I am re…
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This is not a bug report for RQuantLib but more of a (very, very gentle) nudge for @s-u who looks after the macOS machines for CRAN. "Currently", and for some time now, these system nag about 'upcomi…
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`CXX_STANDARD ` 14 and 17 builds fine, however with 20 I got the following error on Windows with VS2022 17.9.6:
```
>------ Build started: Configuration: windows-xad-msvc-release -------
[1/862…
xwzhu updated
1 month ago
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Hi everyone, I would like to try out `quantlib` on its own for my quantization workflow. Is there a paper/set of slides/documentation I can refer to? I found only the slides on `quantlab` on the PULP …
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QuantLib expects Boost ver. ≥1.75.0 for CXX ≥20 but Linux fetches 1.74.0 with `sudo apt install -y libboost-dev ccache ninja-build`:
```
CMake Error at /usr/local/share/cmake-3.30/Modules/FindPack…
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# Description:
I recently updated QuantLib from version 1.32 to 1.35, and noticed that a comparison in my code suddenly broke. The issue suggests that the __eq__ method for QuantLib.Date may not be…
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Would be ideal to also QuantLib module available
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Here is a demonstration in the interactive shell, running python 3.12 with QuantLib version 1.34. When I use QuantLib version 1.33, these warnings are not issued:
```
C:\>python -Walways
Python …