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Apr
15
answered How to calculate bond yield in QuantLib - Python
Mar
21
answered How many ways can QuantLib handle the price of option on its maturity date?
Mar
8
reviewed Approve Derive an expression for the value of the asset as a function of time, V(t), t>=0
Mar
7
reviewed Approve FFT spread option price
Mar
3
reviewed Edit Computing Overall Return for A Single Asset Given Inflows & Outflows
Mar
3
revised Computing Overall Return for A Single Asset Given Inflows & Outflows
escaped dollar signs, which were giving formatting trouble
Mar
2
awarded  Custodian
Mar
2
reviewed No Action Needed reference for elementary mortgage math
Feb
26
comment Quantlib with python on mac?
I wouldn't know. I'm not familiar with MacPorts.
Feb
25
comment Quantlib with python on mac?
This only installs the C++ library, though. It doesn't look like the Python bindings are included.
Feb
25
comment Quantlib with python on mac?
Let us continue this discussion in chat.
Feb
25
comment Quantlib with python on mac?
That's weird. It's calling python instead of swig, and of course the command-line arguments don't make sense for it. But it shouldn't be calling swig at all. Are you working from a release? Did you pass any flag to ./configure?
Feb
25
comment Quantlib with python on mac?
Any chance you can paste it somewhere on the net and post a link? Does it say anything about a header or library not found?
Feb
25
comment Quantlib with python on mac?
Where did the last command install the module? (It should output the info on screen.) You must probably make sure that the location is in your PYTHONPATH.
Feb
25
answered Quantlib with python on mac?
Feb
9
awarded  Yearling
Feb
6
answered Why QuantLib assumes zero rates to discount factor is continuous?
Jan
9
awarded  Informed
Jan
7
comment QuantLib: New Instrument derived from VanillaOption + PricingEngine that must work for both VanillaOption and the derived class
That would cause VanillaOptionFuture to inherit twice from Instrument (once privately through VanillaOption and once publicly because it is an Instrument). It's diamond inheritance, and Instrument has a lot of behavior. Making it work might be more trouble than it's worth.
Jan
5
answered QuantLib: New Instrument derived from VanillaOption + PricingEngine that must work for both VanillaOption and the derived class