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Jul
29
answered How to learn QuantLib-python at first?
Jul
8
answered How to use quantlib with excel?
Jun
1
comment Best way to do multithread Monte-Carlo in QuantLib
So far, thinking about multi-threading in MC has taken a back-seat with respect to the problem of multi-threading in general (for which there's the intent, but not a clear idea about the plan; see implementingquantlib.com/2015/02/… ). So no, not that I know of.
Jun
1
answered Best way to do multithread Monte-Carlo in QuantLib
Apr
17
awarded  Autobiographer
Apr
2
awarded  Custodian
Apr
2
reviewed Approve Implied Volatility Calculation
Mar
31
answered Black model: Delta - strike relationship regardless of expiry?
Mar
31
comment Black model: Delta - strike relationship regardless of expiry?
Ok. I'll skip the lazy ass part, though. :)
Mar
31
comment Black model: Delta - strike relationship regardless of expiry?
Time to expiry is already included in the inputs (the two discounts $e^{-rt}$ and $e^{-qt}$ and the standard deviation $\sigma \sqrt{t}$).
Mar
5
comment novice question on fixed coupon schedule in QuantLib
As I mentioned, another way to implement this would be to inherit from FixedRateCouponBond and delete the coupon in the constructor.
Feb
9
awarded  Yearling
Jan
14
awarded  Organizer
Jan
14
revised How do I specify Thirty360::European day counter in RQuantLib
Added R tag
Jan
14
suggested approved edit on How do I specify Thirty360::European day counter in RQuantLib
Nov
18
comment BlackProcess' constructor $x_{0}$ argument in QuantLib
Annual dividend yields, that's correct.
Nov
17
answered BlackProcess' constructor $x_{0}$ argument in QuantLib
Sep
30
awarded  Explainer
Sep
23
awarded  Enlightened
Sep
23
awarded  Nice Answer