@QuantLib

A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life

quantlib.org
Joined December 2014
  • Tweets246
  • Following0
  • Followers894
33Media
I just released #QuantLib 1.44; thanks to all contributors! (A whole lot of them this time). More info at github.com/lballabio/QuantLi…, Python wheels and .Net nupkg available as usual on PyPI and NuGet.

Release 1.44 · lballabio/QuantLib

Downloads: QuantLib-1.44.tar.gz QuantLib-1.44.zip Changes for QuantLib 1.44 As announced, it is no longer possible to choose the Boost implementation of any and optional. Only the std implementat...

github.com
1
58
I just released #QuantLib 1.43. As always, thanks to all contributors old and new! github.com/lballabio/QuantLi…

Release 1.43 · lballabio/QuantLib

Downloads: QuantLib-1.43.tar.gz QuantLib-1.43.zip Changes for QuantLib 1.43 Features deprecated in release 1.38 were removed in this release; see #2539 for a full list. A number of features were ...

github.com
1
2
9
465
I just released #QuantLib 1.42.1. Didn't I just release 1.42? Yes: this is a bug-fix release, removing a regression.  Thanks to Aleksis Ali Raza for the heads-up! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.42.1 · lballabio/QuantLib

Downloads: QuantLib-1.42.1.tar.gz QuantLib-1.42.1.zip Changes for QuantLib 1.42.1 This is a bug-fix release removing a regression in the Gsr class possibly leading to an infinite notification loo...

github.com
1
4
198
I just released #QuantLib 1.42. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.42 · lballabio/QuantLib

Downloads: QuantLib-1.42.tar.gz QuantLib-1.42.zip Changes for QuantLib 1.42 Removals and deprecations Features deprecated in release 1.37 were removed in this release; see #2424 for a full list. ...

github.com
1
4
145
#QuantLib 1.41 was just released. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.41 · lballabio/QuantLib

Downloads: QuantLib-1.41.tar.gz QuantLib-1.41.zip Changes for QuantLib 1.41 Removals and deprecations Features deprecated in release 1.36 were removed in this release; see #2348 for a full list. ...

github.com
1
1
138
#QuantLib 1.40 was just released. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.40 · lballabio/QuantLib

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. ...

github.com
1
2
168
#QuantLib 1.39 is out. Thanks to the contributors to this release! github.com/lballabio/QuantLi… 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.

Release 1.39 · lballabio/QuantLib

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...

github.com
2
8
335
#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/QuantLi…

Release 1.38 · lballabio/QuantLib

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...

github.com
3
1
20
459
#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/QuantLi…

Release 1.37 · lballabio/QuantLib

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...

github.com
1
3
1
16
555
#QuantLib 1.36 is out—thanks to all the contributors, old and new! github.com/lballabio/QuantLi… 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.

Release 1.36 · lballabio/QuantLib

Downloads: QuantLib-1.36.tar.gz QuantLib-1.36.zip Changes for QuantLib 1.36: QuantLib 1.36 includes 34 pull requests from several contributors. Some of the most notable changes are included below...

github.com
2
6
325
#QuantLib 1.35 is out—thanks to all the contributors! github.com/lballabio/QuantLi… 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.

Release 1.35 · lballabio/QuantLib

Downloads: QuantLib-1.35.tar.gz QuantLib-1.35.zip Changes for QuantLib 1.35: QuantLib 1.35 includes 32 pull requests from several contributors. Some of the most notable changes are included below...

github.com
2
3
345
New on my Implementing #QuantLib blog: A QuantLib-Python companion for the Ametrano-Bianchetti (@Ferdinando1970-@MBianchetti1967) paper. implementingquantlib.com/202…

A QuantLib-Python companion for the Ametrano-Bianchetti paper

It recently occurred to me that it’s 10 years since the paper by F. M. Ametrano and M. Bianchetti, Everything You Always Wanted to Know A...

implementingquantlib.com
1
5
17
1,353
Side note: I stumbled upon btclib in my search; while not recommended for production use, skimming the source shows genuine understanding of cryptography and BIP-340 in particular, eg. github.com/btclib-org/btclib… Kudos to the team (@Ferdinando1970 it seems).
1
9
1
31
QuantLib retweeted
QuantLib@QuantLib14 Jul 2021
#QuantLib 1.23 was released today. Thanks to all contributors! Get it at <quantlib.org/download.shtml>. Release history at <quantlib.org/reference/histo…>.
3
1
9
Well, well, look what I got in the mail this morning.
The paperback version of "Implementing QuantLib".

ALT The paperback version of "Implementing QuantLib".

1
1
2
18
Blogged on Implementing #QuantLib: QuantLib in the last decade. implementingquantlib.com/202…

QuantLib in the last decade

Leave it to me to write an end-of-year post—end-of-decade, even—when we’re already a few weeks into January.

implementingquantlib.com
1
2
3
Blogged on Implementing #QuantLib: Implementing QuantLib (the book) is now available in Japanese, thanks to Aki Sakashita. implementingquantlib.com/202…

Implementing QuantLib is now available in Japanese

A bit of news: thanks to Aki Sakashita, Implementing QuantLib is now available from Leanpub in a Japanese translation.

implementingquantlib.com
4
3
ICYMI: thanks to Aki Sakashita, Implementing QuantLib is now available in a Japanese translation. leanpub.com/implementingquan…

Implementing QuantLib の和訳

Implementing QuantLibの和訳。同書は、QuantLibモデルライブラリーの開発者の一人、Luigi Ballabio氏が、QuantLibに実装されている、主要なクラスライブラリーについて、その構造やデザイン、及び開発過程における問題とその解決策を解説している。

leanpub.com
2
1
This unfolding story deserves wider attention. ACM, the main academic society for computer science, has signed a despicable letter opposing open access. Computer scientists are shocked and figuring out how to protest. This is about the future of knowledge. xitter.cf/search?q=ACM+open+acce…
26
402
29
756
QuantLib retweeted
QuantLib@QuantLib26 Aug 2019
QuantLib-SWIG 1.16.1 was released today. Same sources as 1.16, but wrappers were generated with SWIG 4.0.1 instead of 4.0 (which would emit incorrect wrappers for some overloaded methods). Get it at <quantlib.org/download.shtml>.
3
6
Load more