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Intuitive Explanation:
Profitability is measured by the ratio of a company's gross profit (revenue minus cost of sales) to its assets. This ratio has roughly the same capability as the book-to-market …
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i`ve install xcode,boost & cython.
then run setup.py ,but the terminal shows 1 error below:
gcc -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -I/Users/Sean/opt/a…
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Hi, after trying to start historic VAR analyses and getting the output in a different file (histvar.csv), I found that the historic var analysis somehow mixes up configuration (and maybe even code?):
…
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Hello Community,
Actually, I cannot find a community for ORE so I am posting here. I tried to contact the forum on the ore webpage but there was no response. 😃
Please redirect me as needed. I a…
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Hi, I'm trying to use Quant lib to price FX options. For some dates, when the settlement date is 2 days after the evaluation, and delivery two days after the expiry I get perfect agreement between blo…
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Dear all!
In an old ORE version (1.6), the VAR analysis was run AFTER the sensitivity analysis, making it possible to run this in one go:
ORE starting
Reference... OK
…
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**tsibble** is designed to work with many types of index objects, as long as these S3 methods including `index_valid()` and `pull_interval()` are defined for custom index classes, for example the `tim…
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see the discussion here https://sourceforge.net/p/quantlib/mailman/message/36887679/
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Two small comments:
1. In https://github.com/lballabio/QuantLib/blob/master/Examples/BasketLosses/BasketLosses.cpp it says `Expected 10-Yr Losses` but in fact we have `advance(..., Period(60, Month…
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```
$ brew info quantlib
quantlib: stable 1.12 (bottled), HEAD
```
```
$ pip3 show cython
Name: Cython Version: 0.27.3
```
```
brew info boost
boost: stable 1.66.0 (bottled), HEAD
```
…