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@eddelbuettel Does RQuantLib allow me to construct an interest-rate swap (VanillaSwap in QuantLib)? For example, can I use RQuantLib to compute fair swap rate? I can't seem to find the function in the…
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I would like to get prices and Greeks for American options with discrete dividends, which seems to be implemented in QuantLib in [DividendVanillaOption](http://quantlib.sourcearchive.com/documentation…
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There could have sense to introduce CMake (https://cmake.org/) support for QuantLib, considering that actually there are 6 different *.sln versions, and one Makefile.am in the root folder of the proje…
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I cross compiled quantlib on Ubuntu for a Windows host. Is there somewhere I can upload to share. It has passed quantlib tests but I have not performed a Rquanltib build to test.
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This may be stale code... module enum no longer exists.
Python 2.7.3 / QuanLib 1.8 / Cython 0.24.1
#
## ERROR: quantlib.test.test_cds (unittest.loader.ModuleImportFailure)
ImportError: Failed to imp…
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Gentlemen, I read about this limitation of quantlib: https://hpcquantlib.wordpress.com/2015/01/04/intraday-high-resolution-day-counters/
Is this also true of QLNet? Is it still relevant?
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There is I know several parameters that are hard coded but most importantly to make it usable the following is needed
1) the term structure of interest rates seems to be hard coded at 0.05 (par of ts …
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Running the make command (full one or just -C Python), I the process gets stuck in build/temp.../Quantlib and the system allocated processors resources and memory until it runs out of it. I've tried t…
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The function `load_quantlib_calendars` has the arguments: `from` and `to` to define the range of dates the calendars have to handle.
These dates must be passed to the function `create.calendar` in th…
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This might be a dup of https://github.com/JuliaPackaging/Homebrew.jl/issues/163.
When i try to build Ipopt, I get the following error message:
```julia
julia> Pkg.build("Ipopt")
INFO: Bui…