This repository builds QuantLib Python bindings with automatic differentiation, enabling fast risks calculation with QuantLib in Python. It wraps C++ QuantLib-Risks in Python. It uses elements from ...
This build system provides a modern CMake-based approach to building the Model-Validation forks of QuantLib and its Python bindings. It handles all dependencies, automates the SWIG generation process, ...
Abstract: Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have ...
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