Tag: QLNet
This article introduces two ways to perform parallel programming with a pricing library such as QLNet. First we get an idea of the time required to do sequentially a…
Read more...A generic way to instantiate QLNet derived classes In this article we present how you can: Make a Calendar QLNet class instantiation based on its name. Ex, i want to…
Read more...I had to perform some research on bond curves fitting methods recently, thus looking for a decent library to do some bond pricing (vanilla stuff: fixed coupon bonds …), and calibrate…
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