Dataclass QuantLib aims to provide a way to serialize and deserialize QuantLib objects by making use of Python data classes and dacite library. The library will not replace QuantLib in Python or other ...
Abstract: Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have ...
Abstract: Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have ...
I was able to build and install libQuantLib (source label QuantLib-v1.6.1) with no trouble. I am using Boost 1.58 and clang++ 6.1.0 on OSX 10.10.5. However, the ...
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