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```
---------:aeon-0.12.0.0 admin$ brew install monero --build-from-source
Updating Homebrew...
==> Downloading https://homebrew.bintray.com/bottles-portable-ruby/portable-ruby-2.3.3_2.leopard_64.b…
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I'm trying to install RQuantLib on mac, but have some issues. Here are the steps I followed:
I first installed boost and QuantLib by following the official instructions http://quantlib.org/install/…
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We've just passed this date which was hard-coded into the test files 9 years ago. This results in bond.notional() and bond.nextCouponRate() both returning 0.0, which I guess makes sense since the bond…
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Hi alltogether,
I've got a question regarding volatility structures.
I'd like to know what the best approach would be to interpolate e.g. a stock vola surface. Given the classes in the lib, I wa…
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Hello,
I tried to install RQuantlib on MAC OSX El Capitan. I got the following error,
concerning Boost development files not found.
The same error arise when I ./configure the RQuantlib installa…
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I was trying to calibrate the HW 1F parameters for a fixed mean reversion parameter.
I've two questions--
1. This calibrated HW1F parameter (a,sigma) for which date (option expiry,swap maturity)?…
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Hi Joshua,
Thank you very much for providing this set of tools. I found your project while doing research on the various estimators of volatility. I am working in Matlab, but would like to be able …
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Building the ruby version on mac osx 10.10.5:
- ruby 2.2.2
- quantlib 1.6.1 (installed via 'brew install quantlib' and via the quantlib.org instructions)
- swig 3.0.7
Not sure if there's an error on …
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`swig -c++ -go -cgo -intgosize 64` succeeded in generating `quantlib_wrap.cxx` and `Quantlib.go` files, but `go build` fails with many "undefined reference to " errors.
I have zero C++ experience, so…
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I've noticed in a build that uses R (but is not an R Travis build) that adding `Ncpus = X` for `X > 1` speeds up installation of packages significantly. I didn't find a configuration option or similar…