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- [x] quantlib是用的github上的哪个?怎么Installpackage的时候会显示not available for r 3.2.2呢?
- [x] 出现na算不出,可能是因为159行开始的if(is.na) next...就是比方说在某些情况下有某些值的缺失。
- [x] set能让速度飞起来诶。。可做的工作是在对行跑循环的时候对列进行set赋值
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In the option examples, QLNet uses the flat term structures for r, q and volatility. how to use the curve term structures? in particular, how to set up a volatility surface and use the surface as inpu…
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https://github.com/lballabio/QuantLib/commit/0336d01ff2f85adfe9d0c1f6a2d45f1fdd542c0a seems to have introduced a bug where 4W tenor schedules can't be constructed:
`RuntimeError: undecidable comparis…
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When running the unit test for Stulz engine, I noticed that option value was different if I was using ACT360 instead of ACT365fixed despite the fact that option maturity is expressed in years.
Here be…
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Hi,
I installed pyql according to the instructions on a Ubuntu machine. Nearly all of the tests passed except for a few. See below.
Any ideas on how I can fix this?
Thanks!
```
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Hi,
I am having some issues in extending PyQl with libor market model and would appreciate some help. I am trying to add LiborForwardModelProcess from ql/legacy following existing examples like swap…
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We are often building and installing different versions of QuantLib and sometimes forget what should be on which machine etc.
How can I get the QuantLib version from a QuantLib.so shared object? Eith…
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For the R project, we need of a recipe for [quantlib](http://quantlib.org/) (aka [libquantlib0-dev](https://packages.debian.org/sid/libquantlib0-dev)). I might fill this myself, just posting it here a…
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Hi, I've just notice that new version doesn't want to load the package `library(RQuantLib)`. Looks like it fails when tries to check QuantLib config.
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Hi,
I have downloaded pyql and Quantlib to a new Linux Mint system ( Linux Mint 17.2 cinnamon 64bit).
I am unable to build pyql with errors similar to [103](https://github.com/enthought/pyql/pull/10…