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Luigi Ballabio's user avatar
Luigi Ballabio's user avatar
Luigi Ballabio's user avatar
Luigi Ballabio
  • Member for 13 years, 4 months
  • Last seen this week
1 vote

Pick the price of plain bond off Hull-White Tree

0 votes

Type of rates required for ql.OvernightIndex

1 vote
Accepted

How to calculate zero rate for deposits in an interest rate curve in PiecewiseLinearZero method

8 votes
Accepted

Recommended Setup for QuantLib-Python AmortizingFloatingRateBond

2 votes

Combining term structure types in Quantlib

4 votes
Accepted

Ibor Index with Flat Curve 5% not retrieving exact 5% fixings

4 votes

QuantLib swap Fair Rate not the same as the constructed curve nodes

1 vote

Yield to Maturity (YTM) to Zero Coupon Yield Curve (ZCYC) Forward Rate and Discount Factor mismatch in QuantLib

3 votes
Accepted

QuantLib Python: Calculate ZSpread

1 vote

QuantLib: Problem with IRS valuation

2 votes

Is End of Month (Eom) Rule overrides Unadjusted convention rule in Quantlib?

3 votes

Is there Multilevel Monte Carlo in QuantLib?

4 votes

Wrt speed, how optimised is QuantLib's Heston pricing class?

0 votes

QuantLib Python - Discount Factor Interpolation within curve nodes

2 votes

Extending/Subclassing QuantLib Classes in Python?

1 vote

Why the biz day convention of OIS Rate helper is hard coded as Modified Following in QL?

0 votes

cross currency basis swap instrument in Quantlib

0 votes

Cross currency swap valuation in QuantLib

4 votes
Accepted

Calculation of Cashflows Using ISMA Day Count in Fixed-Rate Bond

1 vote

QuantLib Python currency conversion

3 votes

QuantLib: How to bootstrap Yield Curve using 3M futures - Python

1 vote

Actual360 convention in quantlib schedule

2 votes

Best practice in QuantLib Python to include borrow rate

2 votes

Unable to match quantlib examples

3 votes

PV different from Dirty Price in QuantLib

1 vote

Quantlib SOFR swap repricing across 2 different dates

2 votes
Accepted

Understanding SOFR Fixing Rate Retrieval for Future Dates in QuantLib

1 vote
Accepted

Quantlib: Is linking the curve to the discount curve important in vanilla swaps?

2 votes

Generating normally distributed random numbers using Sobol generator in QuantLib

1 vote

QuantLib Python: How to print each caplet/floorlet value, intrinsic value and time value at each fixing date?

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