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#quantlib search results

lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Oct 30

New post on my Implementing #QuantLib blog: using a CDS curve to price a bond—if you're so inclined. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Oct 2

New post on my Implementing #QuantLib blog. Recently I realized that it’s already five years since I published my Implementing QuantLib book as a paperback on Amazon, effectively freezing it. Is it still up to date? Let's find out. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Oct 14

#QuantLib 1.40 was just released. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/Quan…

lballabio's tweet card. Downloads: QuantLib-1.40.tar.gz QuantLib-1.40.zip Changes for QuantLib 1.40 Removals and deprecations Features deprecated in release 1.35 were removed in this release; see #2268 for a full list. ...
Release 1.40 · lballabio/QuantLib
Source: github.com
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Sep 4

New post on my Implementing #QuantLib blog: default-probability curves. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jan 21

#QuantLib 1.37 is out. Thanks to all the contributors! If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository. github.com/lballabio/Quan…

lballabio's tweet card. Downloads: QuantLib-1.37.tar.gz QuantLib-1.37.zip Changes for QuantLib 1.37: QuantLib 1.37 includes 27 pull requests from several contributors. Some of the most notable changes are included below...
Release 1.37 · lballabio/QuantLib
Source: github.com
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Trend_Trace's profile picture.
Nitika
 @Trend_Trace
Aug 22

Learning C++ Will share my progress here. #quantlib #hftjobs #forex

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jul 23

#QuantLib 1.39 is out. Thanks to the contributors to this release! github.com/lballabio/Quan… If you're using Visual C++ 2022, beware of a compiler bug in recent versions. Check that you have at least version 17.14.9; if not, the compiled code won't work correctly.

lballabio's tweet card. Downloads: QuantLib-1.39.tar.gz QuantLib-1.39.zip Changes for QuantLib 1.39: QuantLib 1.39 includes 28 pull requests from several contributors. Some of the most notable changes are included below...
Release 1.39 · lballabio/QuantLib
Source: github.com
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QuantLib's profile picture. A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life
QuantLib
 @QuantLib
Apr 19, 2023

#QuantLib 1.30 was released today. Thanks to all the contributors! Release notes and downloads: github.com/lballabio/Quan…

QuantLib's tweet card. Downloads: QuantLib-1.30.tar.gz QuantLib-1.30.zip Changes for QuantLib 1.30: QuantLib 1.30 includes 34 pull requests from several contributors. Some of the most notable changes are included below...
Release 1.30 · lballabio/QuantLib
Source: github.com
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
May 22

New post on my Implementing #QuantLib blog: this time, we're bootstrapping some cross-currency curves. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jun 19

New post on my Implementing #QuantLib blog. In a previous post on calculating numerical Greeks, I mentioned Theta rather quickly. This time, we dive in and look at the different ways to get it. open.substack.com/pub/implementi…

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jgaseff's profile picture. The limits of my language mean the limits of my world - LW
Jorge Aseff
 @jgaseff
Jun 9, 2023

@Quantlib Just transitioned my term structure models from MATLAB to #quantlib. Thank you Luigi!

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jan 9

New post on my Implementing QuantLib blog: Adding a new cash flow to QuantLib, part I (originally published in the July 2024 issue of Wilmott Magazine). Is #QuantLib's reputation for over-engineering deserved? You'll be the judge, dear reader. open.substack.com/pub/implementi…

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leanpub's profile picture. Leanpub is a unique platform for writing & publishing, with a bookstore that helps readers discover new books & authors every day! Follow us for news & deals!
Leanpub
@leanpub
Mar 9, 2023

QuantLib Python Cookbook leanpub.com/quantlibpython… by Luigi Ballabio and Goutham Balaraman is the featured book on the Leanpub homepage! leanpub.com #books #leanpublishing #QuantLib #Python #pythonprogramming

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Aug 7

New post on my Implementing #QuantLib blog: Cash-flow analysis. This time, I have a proper look at a bit of infrastructure that I’ve used in multiple notebooks before. open.substack.com/pub/implementi…

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QuantLib's profile picture. A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life
QuantLib
 @QuantLib
Jul 24, 2023

#QuantLib 1.31.1 was released today. It's a bug-fix release for version 1.31. Release notes and downloads: github.com/lballabio/Quan…

QuantLib's tweet card. Downloads: QuantLib-1.31.1.tar.gz QuantLib-1.31.1.zip Changes for QuantLib 1.31.1: QuantLib 1.31.1 is a bug-fix release for QuantLib 1.31. It fixes a regression that could cause a segmentation fa...
Release 1.31.1 · lballabio/QuantLib
Source: github.com
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jul 10

New post on my Implementing #QuantLib blog: More improvements to "A QuantLib Guide"—in which I list a few additions to existing content that might have flown under the radar. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Oct 30

New post on my Implementing #QuantLib blog: using a CDS curve to price a bond—if you're so inclined. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Oct 14

#QuantLib 1.40 was just released. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/Quan…

lballabio's tweet card. Downloads: QuantLib-1.40.tar.gz QuantLib-1.40.zip Changes for QuantLib 1.40 Removals and deprecations Features deprecated in release 1.35 were removed in this release; see #2268 for a full list. ...
Release 1.40 · lballabio/QuantLib
Source: github.com
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Oct 2

New post on my Implementing #QuantLib blog. Recently I realized that it’s already five years since I published my Implementing QuantLib book as a paperback on Amazon, effectively freezing it. Is it still up to date? Let's find out. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Sep 4

New post on my Implementing #QuantLib blog: default-probability curves. open.substack.com/pub/implementi…

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Trend_Trace's profile picture.
Nitika
 @Trend_Trace
Aug 22

Learning C++ Will share my progress here. #quantlib #hftjobs #forex

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Aug 7

New post on my Implementing #QuantLib blog: Cash-flow analysis. This time, I have a proper look at a bit of infrastructure that I’ve used in multiple notebooks before. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jul 23

#QuantLib 1.39 is out. Thanks to the contributors to this release! github.com/lballabio/Quan… If you're using Visual C++ 2022, beware of a compiler bug in recent versions. Check that you have at least version 17.14.9; if not, the compiled code won't work correctly.

lballabio's tweet card. Downloads: QuantLib-1.39.tar.gz QuantLib-1.39.zip Changes for QuantLib 1.39: QuantLib 1.39 includes 28 pull requests from several contributors. Some of the most notable changes are included below...
Release 1.39 · lballabio/QuantLib
Source: github.com
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jul 10

New post on my Implementing #QuantLib blog: More improvements to "A QuantLib Guide"—in which I list a few additions to existing content that might have flown under the radar. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jun 19

New post on my Implementing #QuantLib blog. In a previous post on calculating numerical Greeks, I mentioned Theta rather quickly. This time, we dive in and look at the different ways to get it. open.substack.com/pub/implementi…

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197
lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
May 22

New post on my Implementing #QuantLib blog: this time, we're bootstrapping some cross-currency curves. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Apr 30

New post on my Implementing #QuantLib blog: The global evaluation date—a feature I always used in my examples but never really explained. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Apr 23

#QuantLib 1.38 is out. Thanks to all the contributors! If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository. github.com/lballabio/Quan…

lballabio's tweet card. Downloads: QuantLib-1.38.tar.gz QuantLib-1.38.zip Changes for QuantLib 1.38: QuantLib 1.38 includes 29 pull requests from several contributors. Some of the most notable changes are included below...
Release 1.38 · lballabio/QuantLib
Source: github.com
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Apr 3

New post on my Implementing #QuantLib blog: Some improvements to "A QuantLib Guide". Not a lot of content in the post proper this time—but that’s because it points to a number of improvements in A QuantLib Guide, where the actual content is. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Mar 13

New post on my Implementing #QuantLib site: the QuantLib ecosystem, originally published on Wilmott Magazine. In this article, I’ll widen my net and list a number of satellite projects and ports in other languages, all of which spawned from QuantLib. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Feb 20

New post on my Implementing #QuantLib blog: Coupons with multiple resets, revisited. My first post on this argument didn’t go as planned. Let’s go back to it, now that QuantLib 1.37 fixed the problem. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jan 30

New post on my Implementing #QuantLib blog: Adding a new cash flow to QuantLib, part II. So, where were we? open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jan 21

#QuantLib 1.37 is out. Thanks to all the contributors! If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository. github.com/lballabio/Quan…

lballabio's tweet card. Downloads: QuantLib-1.37.tar.gz QuantLib-1.37.zip Changes for QuantLib 1.37: QuantLib 1.37 includes 27 pull requests from several contributors. Some of the most notable changes are included below...
Release 1.37 · lballabio/QuantLib
Source: github.com
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Jan 9

New post on my Implementing QuantLib blog: Adding a new cash flow to QuantLib, part I (originally published in the July 2024 issue of Wilmott Magazine). Is #QuantLib's reputation for over-engineering deserved? You'll be the judge, dear reader. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Nov 28

New post on my Implementing #QuantLib blog: Pricing over a range of days. It's another revamped notebook from the QuantLib Python Cookbook. I've been doing a few of those lately and yes, it's leading to something. open.substack.com/pub/implementi…

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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Nov 7, 2024

New post on my Implementing #QuantLib blog: updating multiple market quotes. A notebook about a possible pitfall in doing so and ways to avoid it. open.substack.com/pub/implementi…

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chswiger's profile picture. Caffein, Books, Narcissism
Charles Swiger
 @chswiger
May 6, 2014

collecting option pricing for analysis ahead of $TSLA earnings #quantlib #cboe

chswiger's tweet image. collecting option pricing for analysis ahead of $TSLA earnings #quantlib #cboe
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overflow_meme's profile picture. Stack Overflow questions + meme generator = @overflow_meme
Meme Overflow
 @overflow_meme
May 29, 2021

TypeError: Wrong number or type of arguments for overloaded function 'new_Date' stackoverflow.com/questions/6775… #pandas #quantlib

overflow_meme's tweet image. TypeError: Wrong number or type of arguments for overloaded function &apos;new_Date&apos; stackoverflow.com/questions/6775… #pandas #quantlib
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overflow_meme's profile picture. Stack Overflow questions + meme generator = @overflow_meme
Meme Overflow
 @overflow_meme
Aug 24, 2021

error: negative time (-9.94444) given when I use QuantLib python to price a floating rate bond stackoverflow.com/questions/6868… #quantlib #python

overflow_meme's tweet image. error: negative time (-9.94444) given when I use QuantLib python to price a floating rate bond stackoverflow.com/questions/6868… #quantlib #python
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lballabio's profile picture. Co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.
Luigi Ballabio
 @lballabio
Oct 8, 2014

About to record six hours of #QuantLib content for @QuantsHub.

lballabio's tweet image. About to record six hours of #QuantLib content for @QuantsHub.
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eddelbuettel's profile picture. Data Science. Open Source. Quant Research. R. C++. Debian. Linux. Clinical Professor, University of Illinois. Lots of coffee. And some running. Dormant account.
Dirk Eddelbuettel
 @eddelbuettel
Dec 4, 2015

RQuantLib 0.4.2 on CRAN with intra-day times for option pricing goo.gl/boiduz #rstats #quantlib

eddelbuettel's tweet image. RQuantLib 0.4.2 on CRAN with intra-day times for option pricing goo.gl/boiduz #rstats #quantlib
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overflow_meme's profile picture. Stack Overflow questions + meme generator = @overflow_meme
Meme Overflow
 @overflow_meme
Oct 29, 2020

What is the cause of this error 'TypeError: Wrong number or type of arguments for overloaded function 'new_HestonModelHelper'? stackoverflow.com/questions/6458… #quantlib #quantitativefinance #python #python3x

overflow_meme's tweet image. What is the cause of this error &apos;TypeError: Wrong number or type of arguments for overloaded function &apos;new_HestonModelHelper&apos;? stackoverflow.com/questions/6458… #quantlib #quantitativefinance #python #python3x
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Ferdinando1970's profile picture. #bitcoin maximalist, cryptography enthusiast, blockchain skeptic, monetary engineer. @CheckSig CEO & cofounder, @DigitalGoldInst & @CryptoAssetLab founder
Ferdinando Ametrano
@Ferdinando1970
Dec 1, 2015

#QLUM2015 @lballabio Luigi Ballabio: Ship it! #QuantLib, Docker, and IPython Notebook

Ferdinando1970's tweet image. #QLUM2015 @lballabio Luigi Ballabio: Ship it! #QuantLib, Docker, and IPython Notebook
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BusinessSchools's profile picture. Postgraduate Quantitative Finance in the UK.
Quant Schools
 @BusinessSchools
Jul 15, 2015

Video version of our #QuantLib Webinar with @lballabio available now at bit.ly/1Jh7gLe #quant #finance

BusinessSchools's tweet image. Video version of our #QuantLib Webinar with @lballabio available now at bit.ly/1Jh7gLe #quant #finance
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overflow_meme's profile picture. Stack Overflow questions + meme generator = @overflow_meme
Meme Overflow
 @overflow_meme
Jun 22, 2021

How to use directly in QuantLib a discount or zero-rate curve from Bloomberg, instead of building one from the underlying instruments stackoverflow.com/questions/6688… #cds #bootstrapping #quantlib

overflow_meme's tweet image. How to use directly in QuantLib a discount or zero-rate curve from Bloomberg, instead of building one from the underlying instruments stackoverflow.com/questions/6688… #cds #bootstrapping #quantlib
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QuantLib's profile picture. A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life
QuantLib
 @QuantLib
Nov 30, 2015

@MazzocchiPaolo Excel Rate Curve Framework #QLUM2015 #QuantLib User Meeting

QuantLib's tweet image. @MazzocchiPaolo Excel Rate Curve Framework #QLUM2015 #QuantLib User Meeting
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moneyscience's profile picture. Quantitative Finance News, Research & Resources. See also: @risk_mgmt, @fin_tech, @hedgefundfocus, @businessschools & https://t.co/ODd3uyCPea
Money | Science
 @moneyscience
Oct 19, 2015

Luigi setting up, ready for our 3-day #QuantLib Event which starts today. @lballabio #quant #finance

moneyscience's tweet image. Luigi setting up, ready for our 3-day #QuantLib Event which starts today. @lballabio #quant #finance
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QuantLib's profile picture. A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life
QuantLib
 @QuantLib
Dec 1, 2015

#QLUM2015 has been a brilliant event, thanks to IKB, @compatibl, and speakers. See you at #QuantLib UserMeeting2016

QuantLib's tweet image. #QLUM2015 has been a brilliant event, thanks to IKB, @compatibl, and speakers. See you at #QuantLib UserMeeting2016
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skillsmatter's profile picture. The community learning platform where technologists learn better, together.
Skills Matter
 @skillsmatter
Oct 25, 2016

Want to get the most out of #QuantLib? Don't miss Full Stack Quants #meetup on 1st Nov! buff.ly/2dVYwVu #quants #SWIG #finance

skillsmatter's tweet image. Want to get the most out of #QuantLib? Don&apos;t miss Full Stack Quants #meetup on 1st Nov! buff.ly/2dVYwVu #quants #SWIG #finance
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