Quantitative Finance
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lampishthing
  • Member for 8 years, 6 months
  • Last seen more than a month ago
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Quant Analyst, proficient in C++, Python, R, VBA, master in none.

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Top posts
All Questions Answers
Score Newest
answer
3
Bond Discounting Error With QuantLib
Apr 21, 2022
answer
2
Quantlib yield curve - zerorate output differs from expectation
May 6, 2022
answer
2
How popular is the Linear Gauss Markov (LGM) model?
Jan 15, 2019
answer
1
falling flatforward curve in quantlib
Apr 21, 2022
question
0
Looking for the conventions for EONIA swaps used to define EONIA swap rates
Jun 9, 2015
question
0
Is there a mapping that ties Credit Events to standard CDS documentation clauses?
Jul 25, 2022
answer
0
Does quantlib support Equity/Index Swap valuations?
Apr 21, 2022
answer
0
Quantlib: How to bootstrap FedFunds Index having other tenors 3M, 1Wk, etc?
May 3, 2022
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5
Integral of $\frac{1}{x\sqrt{x^2-1}}$

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