quantlib
Do QuantLib 1.1 + SWIG + Ruby 1.9 work on Mac?
For starters I would like to find out whether the latest version of QuantLib 1.1 is working with its Ruby bindings via SWIG with Ruby 1.9 on a Mac.[详细]
2023-03-23 22:36 分类:问答Building QuantLib python bindings on windows 7: 'unrecognized command line option '-mno-cygwin''
I\'m trying to build the QuantLib Python bindings. I managed to build QuantLib using these instructions (I found the libboost_serialization files here). When I try python setup.py build, I get the fol[详细]
2023-03-11 20:02 分类:问答How to calculate the local volatilty surface using QuantLib?
开发者_如何学编程I\'d like to calculate the local volatility surface for a series of option strikes, similar to the surface described in this paper:[详细]
2023-03-07 19:56 分类:问答install RQuantLib on Microsoft Windows
I need to install the R package RQuantLib on a Microsoft Windows machine. There is no binary for this package so I downloaded the tar source.[详细]
2023-02-16 03:25 分类:问答Exposing Quantlib and another library to C# via SWIG
Compiling and linking Quantlib takes some time, as it is not a small project. I am building some additional functionality on top of Quantlib, and I want to keep this additional functionality in a sepa[详细]
2023-02-15 10:16 分类:问答How to debug into Quantlib via SWIG from my C# unit test
I h开发者_运维知识库ave a module in Quantlib that does not work right when I invoke it from C# via SWIG. Is there a way I could debug into Quantlib from my C# unit test?No one else has answered yet, s[详细]
2023-02-15 02:30 分类:问答Converting QuantLib to QuantLib-SWIG C#
I have downloaded and built QuantLib (search google for quantlib and check install link) from their website in visual studio 2010. But because my knowledge of C++ is kind of minimal I would like to us[详细]
2023-01-29 22:08 分类:问答Error when trying to price instrument when using Quantlib
I am receiving the following error when trying to price a 20x10 swap from a bootstrapped curve. The error get thrown on the last line of the ImpliedRate function[详细]
2023-01-21 15:18 分类:问答Compiling Quantlib via SWIG for C#
Anyone have any experience using SWIG? I a开发者_JAVA百科m currently researching QuantLib and saw that C# code can be generated using SWIG. We are exploring options to create a combined library of fin[详细]
2023-01-09 08:54 分类:问答Python quantlib examples? [closed]
开发者_开发问答As it currently stands, this question is not a good fit for our Q&A format. We expect answers to be supported by facts, references,or expertise, but this question will likely so[详细]
2023-01-02 05:52 分类:问答