quantlib

QuantLib starter guide

Is there a good starter document on quantlib (http://quantlib.org)? The examples are not well documented, and the help does not give that much insight. ...

Python quantlib examples?

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

Compiling Quantlib via SWIG for C#

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 functions using QuantLib and a proprietary closed source library (which will probably be made available as .Net dlls). The idea is to combine bot...

Error when trying to price instrument when using Quantlib

I am receiving the following error when trying to price a 20x10 swap from a bootstrapped curve. The error get thrown on the last line of the ImpliedRate function SwapRatesServiceTests.ImpliedRate_ForTwenty_x_TenYearSwap_ReturnsRate: System.ApplicationException : 2nd leg: empty Handle cannot be dereferenced I don't have the faint...