This is one of the most basic uses of QuantLib: pricing a European option using the Black-Scholes-Merton model. #include <ql/quantlib.hpp> #include <iostream> using namespace QuantLib; int main() { // ...
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The QuantLib project (http://quantlib.org) is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library ...
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Just published my latest article delving into the architecture of the QuantLib library. QuantLib stands out as a powerful tool widely utilized in quantitative finance. The article offers a visual ...
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