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As described in [issue #191 at RQuantLib](https://github.com/eddelbuettel/rquantlib/issues/191), the macOS arm64 machines are behind (by a few years) in the versions of QuantLib (and Boost) used.
E…
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Here are the errors I'm seeing:
```
======================================================================
ERROR: test_option_quotes (quantlib.test.test_notebooks.NoteBooksTestCase)
-----------------…
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building ore-swig i get an error building the ore code:
```
ore/QuantExt/qle/termstructures/kinterpolatedyoyoptionletvolatilitysurface.hpp:121:56: error: no viable conversion from 'const shared_ptr'…
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The following error is happening on my Docker image (Ubuntu 20.04.4 LTS) when I reach QuantExt:
In file included from /home/irisowner/ore/QuantExt/qle/instruments/fxforward.hpp:29,
…
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Hi @pazzo83
This package looks great and will be a good inspiration for me and my team.
I also considered QuantLib originally, but we are based in Asia and one of the most important swaps in this p…
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Hi, FYI there may be a version inconsistency when git updating the QuantLib submodule between engine and ore-swig. I believe that engine pulls v1.11, while ore-swig pulls v.1.14. Maybe just temporary,…
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Hi,
Win10x64
Python 3.7.1
VS 2017
QL 1.15
Boost 1.69 (prebuilt boost_1_69_0-msvc-14.1-64.exe)
I followed the following instructions
https://pyql.readthedocs.io/en/latest/getting_started.ht…
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I'd like to create a SwapRateHelper for a swap that pays fixed leg interest at maturity. I tried ql.Once, but it gives me "unknown fixed leg default tenor" error. Some swap pays interest at maturity f…
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Hello - I'm trying to use CdsOption in order to price CDS payer/receiver options. Been through pretty much everything online, but still can't match what I see in BBG's CDSO function.
For instance,…
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I am trying to use ORE in python. My goal is to first run some of the python examples, starting with Example_42 and go from there.
My issue is that if I do "pip install open-source-risk-engine" (whic…