QuantLib-SWIG
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lballabio
QuantLib wrappers to other languages
After running the build and install for the Swig library on the M1 I am getting the folling error when running "make check": `Making check in CSharp /Applications/Xcode.app/Contents/Developer/usr/bin/make check-am /Applications/Xcode.app/Contents/Developer/usr/bin/make...
Hi, I am trying to model CDX in python, but apparently it is not implemented yet in Quantlib, Is there away around that? Thnak you
Currently the LMM and BGM model classes are in the C++ repo but are not exposed to Python. It would be nice to have them also exposed to Python. This...
As suggested by [the documentation](https://docs.oracle.com/javase/9/docs/api/java/lang/Object.html#finalize--) we should no longer generate finalizers by default and use `AutoCloseable` instead. The support is already there (but we need to check it); we should...
Hi, I found that interpolation cannot be done for a BlackVarianceCurve object using the Python interface - a suitable method is missing. Could you please enable it in the next...
Currently, the RiskyBond class is in experimental/credit in the C++ repo, but not exposed to Python. It would be nice to have RiskyBond and its two sub classes (RiskyFixedBond, RiskyFloatingBond)...
If the curve is flat. ```python import QuantLib as ql import prettytable as pt from datetime import date print(ql.__version__) ''' 1.19 ''' today = ql.Date(28, ql.July, 2020) ql.Settings.instance().evaluationDate = today...
Add Mixed Interest Curve Interpolation as in the below example (see slide 41) https://speakerdeck.com/nando1970/advanced-eonia-curve-calibration?slide=41 https://sourceforge.net/p/quantlib/mailman/message/36190444/
Setup: - fresh installation of QuantLib 1.27 + QuantLib-SWIG 1.27 - R 4.2.1 - swig 4.02 (as distributed with - Ubuntu 22.04) Error (after trying to `QuantLib::DiscountCurve`): ` Error in...
