Financial Derivatives Calculator with 168+ Models (Options Calculator)
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Updated
Feb 16, 2024 - C++
Financial Derivatives Calculator with 168+ Models (Options Calculator)
QuantLib ported to C++17 and with all Boost dependency removed
A collection of derivative pricing module implemented in C++ and Python
QLDDS - Data Distribution Service for QuantLib
QuantLib implementation in ImGui
QuantLibXL Sync bindings for node.js
A Matrix Library for Erlang that uses Quantlib's C++ library.
Accompanying C++ code for the TastyHedge blog
Practice Questions using QuantLib 1.18 and Boost 17
Source code for my Master Thesis in Credit Value Adjustment: Pricing Wrong Way Risk on Interest Rate Swaps
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