How do I install the QuantLib Package in Anaconda. I have tried the following code; import QuantLib as ql but I am getting the following result; ModuleNotFoundError: No module named 'QuantLib' ...

I am looking for a library which i can use for faster way to calculate implied volatility in python. I have options data about 1+ million rows for which i want to calculate implied volatility. what...

Specifically I am looking for an optimizer function like scipy.optimize.fmin_l_bfgs_b .. Can someone help me please ? Or provide pointers ? Thanks!

I'm trying to build a US Treasury curve spline through QuantLib using the exponential spline fitting function. However, I'm getting very odd results and can't figure out why. Namely, negative rates...

I haven't been able to find any documentation explicitly describing QuantLib's thread-safety properties (or the absence of them!). The QuantLib configuration documentation lists a number of compile...

I was able to build a discount curve for the Treasury market. However, I'm looking to use this to find the key rate risks of an individual bond (and eventually a portfolio of bonds). The key rate...

I check this slides but still didn't get : 1) what problem does Handle sovled? 2) what is the benefit to add the Handle class? From its source code, I cannot get any clue either: template &lt...

I'm trying to install RQuantLib on a MAC (OSX 10.10) with an up to date version of R (3.2.2). I understand the RQuantLib requires QuantLib and have compiled and installed it, apparently successfull...

I've been trying to install RQuantLib package via install.packages("RQuantLib") It keeps giving me the following errors * installing *source* package ‘RQuantLib’ ... ** package ‘RQuantLib’ succ...

With the QuantLib C++ library, I'm trying to evaluate bonds which have different coupons during their lifetime (for example 6% for the first three years, then 4% for the remaining three years). I ...

I am trying to price a very basic floating rate bond in python using the Quantlib (v1.2) SWIG wrapper. I modified the example included with the documentation. My bond has a 4 year maturity. The l...

Does anyone know of any good quantlib examples for Python? I cant seem to find any anywhere...

Can somebody provide an example of how to replicate the Excel/OpenOffice YIELD and PRICE functions using QuantLib? I have a few examples but I don't quite understand all the setup yet. When I try ...

I have R code that uses RQuantlib library. In order to run it from python I am using RPy2. I know python has its own bindings for quantlib (quantlib-python). I'd like to switch from R to python com...

Anyone have any experience using SWIG? I am currently researching QuantLib and saw that C# code can be generated using SWIG. We are exploring options to create a combined library of financial funct...