Dataclass QuantLib aims to provide a way to serialize and deserialize QuantLib objects by making use of Python data classes and dacite library. The library will not replace QuantLib in Python or other ...
The complexity of over-the-counter structured products warrants numerical methods to price derivatives. I have priced exotics using Excel VBA, Numerix and Bloomberg’s DLIB (BLAN). While these tools ...
Valuing a Loan with Python & QuantLib Here’s a carousel showing how to value a fixed-rate loan using Python and QuantLib. It walks through modeling the loan as a bond, setting up a yield curve, ...
Abstract: Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have ...
Abstract: Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have ...
I was able to build and install libQuantLib (source label QuantLib-v1.6.1) with no trouble. I am using Boost 1.58 and clang++ 6.1.0 on OSX 10.10.5. However, the ...
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