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@quantlib

Pinned repositories

  1. QuantLib

    The QuantLib C++ library

    C++ 1.1k 611

  2. QuantLib-SWIG

    The QuantLib extension modules

    Python 69 114

739 contributions in the last year

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Contribution activity

September 2018

Created a pull request in lballabio/QuantLib that received 3 comments

Add base class above CalibrationHelper.

Ported from the (now outdated) tenorbasis branch. This allows helpers not based on the Black model. The name CalibrationHelper was too generic for …

+177 −123 3 comments

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