Quantitative Finance
Luigi Ballabio's user avatar
Luigi Ballabio's user avatar
Luigi Ballabio's user avatar
Luigi Ballabio
  • Member for 12 years, 7 months
  • Last seen this week
Profile Activity

155 Answers

Score Activity Newest
13 votes
Accepted

Pricing a FixedRateBond in Quantlib: yield vs TermStructure

13 votes
Accepted

Simple QuantLib Bond Math

12 votes
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Use QuantLib Python to calculate Swap DV01

12 votes
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QuantLib and exact numerical simulation

12 votes
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How to learn QuantLib-python at first?

10 votes
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How to calculate the local volatility surface using QuantLib?

10 votes
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Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function

10 votes
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Quantlib python dual curve bootstrapping example

8 votes
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Issue Using QuantLib and Python to Calculate Price and Greeks for American Option With Discrete Dividends

8 votes
Accepted

Multithreading Monte-Carlo pricing in QuantLib for a single product

8 votes
Accepted

QuantLib: Black / BSM processes and pricing via volatility surface. Different results?

8 votes

How to use quantlib with excel?

8 votes
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How to calculate bond yield in QuantLib - Python

7 votes
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VaR implementation using quantlib?

7 votes
Accepted

Quantlib-Python: use zero rates to get the originally bootstrapped curve

6 votes
Accepted

QuantLib error with qlPiecewiseYieldCurveData() on qlPiecewiseYieldCurve() with ZeroYield and ForwardRate

6 votes
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How to price a bond at specified dates in QuantLib

6 votes
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Black model: Delta - strike relationship regardless of expiry?

6 votes
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How to sum interest rate curves in QuantLib

6 votes
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Why QuantLib computes the fixed-leg swap rate by this formula?

6 votes
Accepted

Quantlib bootstraping fails on 5y swap

6 votes

Refer some most recent books of derivatives pricing by C++

5 votes
Accepted

Use QuantLib Python to calculate roll-down of a swap

5 votes

Discounting Curve in Quantlib/Python

5 votes
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Use QuantLib Python to calculate yield curve par rates

5 votes

Excel YIELD function equivalent in python Quantlib

5 votes
Accepted

Using RateHelper (bootstrapping) and Speed up in Quantlib Python

5 votes

Why does it take so many lines of code to price even the simplest of options with QuantLib

5 votes
Accepted

How many ways can QuantLib handle the price of option on its maturity date?

5 votes
Accepted

How to manage evaluation date changes in QuantLib while using ImpliedTermStructure Class

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