Media Summary: In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ... At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl Luigi Ballabio introduces the content of his Quants Hub video workshop. In this workshop, I will first give a bird-eye look at the ...

How Is Quantlib Doing Talk - Detailed Analysis & Overview

In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ... At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl Luigi Ballabio introduces the content of his Quants Hub video workshop. In this workshop, I will first give a bird-eye look at the ... In this notebook, I show suggested ways to manage groups of related market quotes. More screencasts are available on my ... Modeling a bond portfolio in modelx using QuantLib (no sound) Quant libraries are being developed over a number of years, with the focus often being on functionality than performance.

ANalytics Study Pack : Analytics University on Twitter : Analytics ... 0:00 General Introduction about AADC 0:45 General description of the benchmark 3:30 File structure description of the benchmark ...

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How is QuantLib doing? (Talk at the QuantLib User Meeting 2017)
QuantLib notebooks: using curves with different day count conventions
PyQL and QuantLib: A Comprehensive Finance Framework
A Look at QuantLib Usage and Development - Introduction
QuantLib notebooks: market quotes
Modeling a bond portfolio in modelx using QuantLib (no sound)
QuantLib User Meeting 2013 - Keynote
C++ : QuantLib starter guide
Supercharge your Quant Library - Dmitri Goloubentsev from Matlogica @ WBS Conference 2021
Quantlib Library for Quantitative finance
Multi Interest rate Curve fitting and Live Risk using QuantLib and AADC
Introduction to Quantlib part 1 Build up an Option
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How is QuantLib doing? (Talk at the QuantLib User Meeting 2017)

How is QuantLib doing? (Talk at the QuantLib User Meeting 2017)

This is a screencast of my

QuantLib notebooks: using curves with different day count conventions

QuantLib notebooks: using curves with different day count conventions

In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ...

PyQL and QuantLib: A Comprehensive Finance Framework

PyQL and QuantLib: A Comprehensive Finance Framework

At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl

A Look at QuantLib Usage and Development - Introduction

A Look at QuantLib Usage and Development - Introduction

Luigi Ballabio introduces the content of his Quants Hub video workshop. In this workshop, I will first give a bird-eye look at the ...

QuantLib notebooks: market quotes

QuantLib notebooks: market quotes

In this notebook, I show suggested ways to manage groups of related market quotes. More screencasts are available on my ...

Modeling a bond portfolio in modelx using QuantLib (no sound)

Modeling a bond portfolio in modelx using QuantLib (no sound)

Modeling a bond portfolio in modelx using QuantLib (no sound)

QuantLib User Meeting 2013 - Keynote

QuantLib User Meeting 2013 - Keynote

The

C++ : QuantLib starter guide

C++ : QuantLib starter guide

C++ :

Supercharge your Quant Library - Dmitri Goloubentsev from Matlogica @ WBS Conference 2021

Supercharge your Quant Library - Dmitri Goloubentsev from Matlogica @ WBS Conference 2021

Quant libraries are being developed over a number of years, with the focus often being on functionality than performance.

Quantlib Library for Quantitative finance

Quantlib Library for Quantitative finance

ANalytics Study Pack : https://analyticuniversity.com Analytics University on Twitter : https://twitter.com/AnalyticsUniver Analytics ...

Multi Interest rate Curve fitting and Live Risk using QuantLib and AADC

Multi Interest rate Curve fitting and Live Risk using QuantLib and AADC

0:00 General Introduction about AADC 0:45 General description of the benchmark 3:30 File structure description of the benchmark ...

Introduction to Quantlib part 1 Build up an Option

Introduction to Quantlib part 1 Build up an Option

Before we

Supercharge QuantLib with MatLogica AADC to achieve 150x performance

Supercharge QuantLib with MatLogica AADC to achieve 150x performance

Speed up