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QuantLib
QuantLib logo (Fontin Bold font)
Developer(s)
QuantLib Team
Stable release
1.34[1]
/ 24 April 2024; 21 days ago (24 April 2024)
Repository
github.com/lballabio/quantlib
Written in
C++
Type
Numerical library
License
modified BSD license
Website
https://www.quantlib.org/
QuantLib is an open-source software library which provides tools for software developers and practitioners interested in financial instrument valuation and related subjects. QuantLib is written in C++.
^"Release 1.34". 24 April 2024. Retrieved 25 April 2024.
"RQuantLib" package makes parts of QuantLib accessible from R. Much of QuantLib's functionality can be used in Excel via the add-in QuantlibXL. QuantLib is...
modeling List of finance topics Mathematical finance Quantitative analyst QuantLib Marek Capiski and Tomasz Zastawniak, Mathematics for Finance: An Introduction...
simplicity, and large standard library / available applications, including QuantLib. Additionally, for many (of the standard) derivative and portfolio applications...
version 3.8.x.x; later versions use Pybind11 Xapian TensorFlow Apache SINGA QuantLib Babeltrace Free and open-source software portal Language binding Foreign...
List of quantitative analysts Mathematical finance Financial engineering QuantLib Master of Computational Finance Master of Quantitative Finance Financial...
Mercurio (2019), "Libor replacement: a modelling framework for in-arrears term rates", Risk Magazine, June 2019, recipient of the "Quant of the year" award...
Ralston Between a Rock and a Hard Place 2004 Emanuel Derman My Life as a Quant: Reflections on Physics and Finance 2004 Anthony Kiedis Scar Tissue 2004...
confer upon its chosen". Writing in 1966, British fashion designer Mary Quant commented that it had become a requisite for contemporary women to strive...
February 24, 2010. "List of 16-year old World Junior Championship players". QuantHockey. Archived from the original on December 24, 2013. Retrieved December...
13 April Willie Callaghan, 56, Scottish professional footballer. Mary Quant, 93, British fashion designer. 14 April Murray Melvin, 90, English actor...
original on 26 May 2011. Retrieved 28 March 2011. "Concentration Risk". Quant Risk Group. 2008. Archived from the original on 19 August 2011. Retrieved...
and XVA pricing and hedging on the other, with the desk employing its own quants. "X-Value Adjustment". Association of Corporate Treasurers. "Valuation adjustments...
Have The Happiest Employees". Poets&Quants. "Consulting Firms With The Best Pay & Happiest Employees - Poets&Quants". MBA Advisor. August 30, 2018. Marriage...
2021, USN&WR ranked Gabelli undergrad business 63rd. For 2022, Poets and Quants ranked Gabelli #1 for Corporate, Social and Environmental Responsibility...
British Invasion of musical acts; the mod and psychedelic subcultures; Mary Quant's miniskirt designs; popular fashion models such as Twiggy and Jean Shrimpton;...
in which the craft is propelled by pushing against the river bed with a quant pole. Cambridge Swimming Club, Cambridge Dive team and City of Cambridge...
qui ont été adjugées au clergé grec, en 1870, par le commissaire ottoman. Quant à l'édifice byzantin, qui n'avait été qu'en partie détruit à l'approche...
Physical Review A. 52 (5). American Physical Society (APS): 3457–3467. arXiv:quant-ph/9503016. Bibcode:1995PhRvA..52.3457B. doi:10.1103/physreva.52.3457. ISSN 1050-2947...
used for derivatives pricing are naturally set in continuous time. The quants who operate in the Q world of derivatives pricing are specialists with deep...
Société de gens de lettres... mis en ordre et publié par M. Diderot ; et quant à la partie mathématique par M. d' Alembert. Vol. 25. chez Pellet imprimeur-libraire...
federalreservehistory.org. Retrieved 2020-03-22. "Successful Wharton Grads". Poets and Quants. 3 October 2014. Retrieved April 2, 2019. "Hall of Secretaries: Ann Dore...
twentieth-century art and design, placing it ahead of the red telephone box, Mary Quant's miniskirt, and the Mini motorcar. The cover of The Beatles contrasted with...
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/ 24 April 2024