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GCC 7.2.0
QuantLib-1.10.0
Cython version 0.25.2
Steps to reproduce: setup environment (pathes to QuantLib, modify pyql:setup.py, etc) and run `make build`
`quantlib/settings.cpp: In function ‘…
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Hi, I followed all the steps in the documents, and I also checked previous issues some other guys may have had, but still I can't build the library correctly, here's the messages I got from building.…
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Hi everyone,
I use VSCODE with the extension C/C++, on Mac OS.
I am trying to run an exemple of .cpp implemented with the Quantlib library, to verify my configuration :
https://www.quantlib.…
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I tried to build the addin for QuantLib 1.33 version. Mostly suppressed parts of functions that are causing issue by commenting out in xml. It built and works when I load in excel 2021 (office16). But…
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Hi,
Is it possible to add an equity autocallable product?
https://mikejuniperhill.blogspot.com/2019/11/quantlib-python-heston-monte-carlo.html?m=1
Regards
JP
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[qlcal](https://github.com/qlcal/qlcal-r) is a newish R package that interfaces with QuantLib's calendaring functions. This might massively reduce the coding footprint of `fmdates` (or remove its need…
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Reported in #63
```
======================================================================
FAIL: test_smith (quantlib.test.test_heston_model.HestonModelTestCase)
------------------------------------…
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I'm just wondering why, I know it's not required by the BSD license, but is there a reason for leaving the QuantExt extensions outside of the QuantLib library itself? If it was pushed to the QuantLib…
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See https://sourceforge.net/p/quantlib/bugs/125/ by Dilip Mandal.
Description in the attached file [quantlib_question.pdf](https://github.com/lballabio/QuantLib/files/1535784/quantlib_question.pdf).
…
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I have noticed an issue in the commit (https://github.com/pulp-platform/quantlib/commit/e8cfc0da8ea6e64774cb6f1bbe1de4613140ed4c), specifically in the graph of the network.
There is an Add node fo…