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many contracts make reference to 'Working Days', this can be important for calculating penalties and service level agreements etc. While this may be difficult to implement as each country has its own …
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to make it work had to perform the following changes which I don't know if they are fully valid:
```
diff --git a/examples/make_zero_coupon.py b/examples/make_zero_coupon.py
index 6004ffb..2d72510 10…
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QL 1.23 hard deprecated ActualActual with no explicit convention argument, but in RQuantLib we only soft deprecate Enum 2, by explicitly passing in the same default convention. Do we want to respect t…
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Build script:
git clone https://github.com/OpenSourceRisk/Engine.git ore
cd ore
git checkout tags/v1.8.7.0
git clone https://github.com/OpenSourceRisk/QuantLib.git
cd QuantLib/
cd ..
mkdir b…
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I don't know if this is a bug.
If you build a curve based on some quotes, and then observe that curve, you will get an update the first time any quote is changed following a bootstrap calculation o…
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I've just built pyql with boost 1.61 and QL master on Win64 and am seeing the below errors:
```
======================================================================
FAIL: test_smith (quantlib.test.…
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I'm trying to download the XL add-in for Quantlib from https://bintray.com/quantlib/releases/download_file?file_path=QuantLibXL-1.21.0-bin.zip but the page just returns a 'Forbidden!' message. Is the …
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After selecting the strategy, we conducted backtesting for the PSPB quality factor. As a result, we obtained the top 10% of stocks from the selected pool (target stocks). This is because our subsequen…
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I am testing bondYield method for a FixedRateBond passing clean price. I am using clean price equal to face value (100), so I expect that yield to maturity would be equal to the coupon rate independen…
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## ```Error compiling Cython file:
``````
raise ValueError(
'Interpolator must be one of {}'.format(VALID_INTERPOLATORS)
)
# convert rate_helpers list to std::vetor
cdef vector[share…
RayVR updated
10 years ago