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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
2 votes
Accepted

Quantlib C++: How to output QL_TRACE to a log file

2 votes
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Using quantlib to price swaps with different payment and calculation resets for floating leg

2 votes
Accepted

Yield curve: Turn of year effect jump calculation

2 votes
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Calculating market value of a vanilla swap at a later date in QuantLib

2 votes
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TOIS (CHF), TONAR (JPY), AONIA(AUD) in Quantlib

2 votes
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QuantLib Python price same swap on different evaluation dates

2 votes

When using quantlib's swaphelper to build a curve, is the fixing lag considered?

2 votes

Combining term structure types in Quantlib

2 votes
Accepted

Understanding SOFR Fixing Rate Retrieval for Future Dates in QuantLib

2 votes

Unable to match quantlib examples

2 votes

Best practice in QuantLib Python to include borrow rate

2 votes

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

2 votes

Extending/Subclassing QuantLib Classes in Python?

1 vote

QuantLib: Problem with IRS valuation

1 vote

Actual360 convention in quantlib schedule

1 vote

Quantlib SOFR swap repricing across 2 different dates

1 vote

QuantLib Python currency conversion

1 vote

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

1 vote
Accepted

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

1 vote

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

1 vote

Pick the price of plain bond off Hull-White Tree

1 vote

Fixing Rate in Quantlib

1 vote
Accepted

Quantlib interpolation question

1 vote

What Quantlib's functions are exported to Python, Excel, etc.?

1 vote
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Swing option pricing in QuantLib-Python

1 vote
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Full value function of an American option with QuantLib FD

1 vote
Accepted

Premium result with BlackProcess not in line with online engines

1 vote
Accepted

QuantLib: New Instrument derived from VanillaOption + PricingEngine that must work for both VanillaOption and the derived class

1 vote

Why does changing the evaluationDate multiple times lead to a performance lag?

1 vote

QuantLib : How to get the 'last' and 'next' cash flow date and amount from the date of valuation in plain vanilla interest rate swap in Python?