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 ...
This repository builds QuantLib Python bindings with automatic differentiation, enabling fast risks calculation with QuantLib in Python. It wraps C++ QuantLib-Risks in Python. It uses elements from ...
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 ...
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