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- [x] Confirmed this is a problem with running a `brew` command and not `brew install`ing or the post-install behaviour of one or more formulae? If it's a formulae-specific problem please file this is…
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I know it's not a good place to ask such questions, but since there's no mailling-list for this package... I don't know where is suitable to ask... So apologize in advance.
The header-only `quantli…
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Hello, I'm simply trying to recreate the example included in the guide for AffineSwaption, but rather than use the G2Analytic method, I'd like to use the BKTree:
params
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I ran into a few issues installing QuantLib 1.9.2 and SWIG-Python 1.9 on OSX 10.10.5, Python 2.7.10
I spent about 6 hours trying to use Homebrew's version of QuantLib and then compile SWIG-Python. …
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Hi, first thanks for developing this package, I've tried a lot to remove the holidays between two dates and finally made it with this package.
However, the result of `isHoliday()`, `isBusinessDay(…
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Hi. I don't know if this is an issue or not but I struggled to find somewhere I could find the answer and am still a bit of a n00b to R. I installed RQuantLib (but not the QuantLib C++ libraries thems…
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QuantLib.org's root webpage, "http://quantlib.org/index.shtml", points to the SourceForge issue tracker. I was unable to create a bug on that issue tracker and it looks like GitHub's is being used no…
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Thanks for this awesome package. I'm presently compiling quantlib and will see if the method you provide for it's calendars will work. In the meantime, if I just want to bring in the NYSE trading cale…
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I tried compiling preliminary tarballs for QuantLib 1.10 as available at on OEL 6.7 (Oracle Linux Server release 6.7)
using gcc34/g++34 version gcc34 (GCC) 3.4.6 20060404 (Red Hat 3.4.6-19.el6)/g++3…
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i am trying to compile Quantlib-1.9.2 build on Solaris with Boost 1.62.0 using CC: Sun C++ 5.12 SunOS_sparc 2011/11/16 and i get the below error
source='gaussianlhplossmodel.cpp' object='gaussi…