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QuantLib

The QuantLib C++ library

C++Emerging

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Contributors

8

Last push

9d ago

Recent commits

Latest commits.

Update copyright attributions
5111c3aLuigi Ballabio12d ago
Use Real-compatible types so AAD builds compile (FX forward engine, variance surface test) (#2616)
3408d5aLuigi Ballabio12d ago
Fix trinomial tree excessive branching with gated dx floor (#364) (#2615)
01e4d4dLuigi Ballabio12d ago
Add warning to `RelativeDateBootstrapHelper` documentation (#2614)
0b9aca8Luigi Ballabio13d ago
Use Real-compatible types for AAD in FX forward engine and variance surface test
cd9a151auto-differentiation-dev13d ago

Derive MakeVanillaSwap spot date on the index fixing calendar (#2611)

e71bc3dLuigi Ballabio13d ago

Register trinomialtree.cpp in autotools and MSBuild file lists

80b0f1fpandashark13d ago

Discount FX forward NPV to reference date (#2606)

ff1b15fLuigi Ballabio14d ago

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