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.
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
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:
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.
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
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
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
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
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
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
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