Quantlib is an open-source C++ library for quantitative finance.

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How to sum interest rate curves in QuantLib

C++ code taken from Bonds.cpp and slightly amended: ...
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How to build a cross currency swap pricer?

We're looking to build a pricer to convert a funding spread in a given currency over a specific funding basis e.g. 20 bps EUR 3m€ and convert it to a funding spread to a different currency with a ...