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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
4 votes
Accepted

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

4 votes
Accepted

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

4 votes

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

3 votes

Is there Multilevel Monte Carlo in QuantLib?

3 votes

PV different from Dirty Price in QuantLib

3 votes

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

3 votes
Accepted

QuantLib Python: Calculate ZSpread

3 votes
Accepted

qlYieldTSDiscount in QuantLib Python

3 votes
Accepted

Swap Bootstrapping with quantlib

3 votes

QuantLibXL swap valuation fixing dates

3 votes

Are there missing methods in QuantLib python?

3 votes
Accepted

QL-Python Bootstrapping Yield Curve FuturesRateHelper throwing off results

3 votes
Accepted

Why we should specify the evaluation date when using Quantlib yield curve? And why updating the evaluation Date is time consuming

3 votes

Calculating the greeks for Quantlib Python Swaptions

3 votes
Accepted

Price Barrier Options on Baskets using Quantlib

3 votes
Accepted

QuantLib: Is the StochasticProcess class adapt for a HJM type of modelling?

3 votes
Accepted

QuantLib C++: Monte Carlo Engine with SequenceStatistics

3 votes

AmericanOptionImpliedVolatility strange answers for calls IV's

3 votes
Accepted

CallableFloatingRateBond in QuantLib: just a matter of multiple inheritance?

3 votes
Accepted

Why QuantLib assumes zero rates to discount factor is continuous?

3 votes

Setting up Schedule for an amortizing floater in QuantLib

3 votes
Accepted

Pricing IRS over a range of days using QuantLib

3 votes
Accepted

Is there any way to avoid using Handle

3 votes
Accepted

How to use both yield curve and discount curve to value call in QuantLib

3 votes
Accepted

Valuing structured loans in QuantLib

3 votes
Accepted

how to price barrier option under local vol model using QuantLib

3 votes
Accepted

QuantLib convertible bond pricing generates strange delta

3 votes
Accepted

RangeAccrualFloaterCoupon not visible Quantlib Swig

3 votes

Quantlib USDLibor() method

3 votes
Accepted

QuantLib including holiday in option price