-
The QuantLib's version in my os:
import QuantLib as ql
ql.__version__
'1.34'
All the arguments related to the put option:
settlementDate = ql.Date(11, ql.July, 2019)
ma…
-
Looking at OSR to do some crypto risk management. So two questions:
1) what is the mechanism for synching with main QuantLib branch
2) looking over it's a easy fix to move over to the QuantLib::e…
-
@squideyes please swing by [QuantLib](https://github.com/mihakralj/QuantLib) repo and let me know what you think... I'd like to hear if my approach with pub-sub events between indicators make sense - …
-
Hi Josep,
How are you handling QuantLib's evaluation date limitations? As far as I understand, you can not have multiple evaluation dates in one QuantLib process. Multiple http requests are served …
-
Hi there, sorry to bother. I know it's a bit presumptuous but I wonder if the modified QuantLib code is available for access. I came across your paper and would like to try out different optimization …
-
Since ORE created its own fork of QuantLib, the latter moved on to version 1.31.1.
Although building against that _mostly_ works -- with only a little bit of patching -- some parts of code rely on …
-
I've found the following code in the Python SWIG bindigs:
```swig
%pythoncode %{
Date._old___add__ = Date.__add__
Date._old___sub__ = Date.__sub__
def Date_new___add__(self,x):
if type(x) is…
-
Hi guys,
In the "Monte Carlo via Euler Scheme" example you compare TF with QuantLib pricing and conclude that TF finance is x100 times faster(or more).
I want to note that in QL you evolve 100 t…
-
Hi,
I am trying to model CDX in python, but apparently it is not implemented yet in Quantlib,
Is there away around that?
Thnak you
-
julia> using Pkg
julia> Pkg.clone("https://github.com/pazzo83/QuantLib.jl.git")
┌ Warning: Pkg.clone is only kept for legacy CI script reasons, please use `add`
└ @ Pkg.API D:\buildbot\worker\pac…