-
Hello,
I got this error message when running Tests:
> Error in "QuantLib test suite/NoArbSabrModel tests/QuantLib::detail::quantlib_test_case(&NoArbSabrTest::testAbsorptionMatrix)": failed to ve…
-
This is likely user error (me), but I've searched everywhere and can't find the answer. Here's the command and output from build. Note that quantlib is in /home/aloupos/local, such that /home/alo…
-
I am currently doing some kind of a delta approximation and i am wondering why i get
undesired values when i shift each ratehelper one by one for a bp.
After reverting the shift i would expect th…
-
Hi All,
I am new to Renjin, we are currently using R Scripts for statistical calculation and want to integrate this with Java. So I came across Renjin. In one of the R Script we are using RQuantL…
-
New to Julia. I get this message:
INFO: Recompiling stale cache file /Users/.../.julia/lib/v0.5/Atom.ji for module Atom.
I'm on MacOS 10.10.5. I use atom-juno. I have to delete the ``.julia…
-
Here's the compiler output:
/bin/sh ../../../libtool --tag=CXX --mode=compile g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../.. -I../../.. -I/home/aloupos/local/boost_1_62_0 -g -O2 -MT firefl…
-
Say I want to price a fixed-rate bond with the following properties:
```
Issue Date: January 17, 2017
Settlement Date: January 29, 2017
First Coupon Date: February 28, 2017
Maturity Date: Febru…
-
Since December 2015
http://www2.isda.org/asset-classes/credit-derivatives/single-name-cds-roll
single name standard CDS contracts change their rolling frequency from 3m to 6m. For index CDS this was…
-
Hello,
I got this error message when running Tests:
> Error in "QuantLib test suite/NoArbSabrModel tests/QuantLib::detail::quantlib_test_case(&NoArbSabrTest::testAbsorptionMatrix)": failed to ve…
-
Hi,
Are the QuantLib.Date operator>= and operator date2 # False
date1 >= date2 # TypeError: unordered types Date() >= Date() `
Thanks