research on QuantLib
- Option Pricing using the Binomial Tree Model in C#
- Volume Weighted Average Price (VWAP) Algorithm
- Access advantage
- QuantLib installation in VC++
- quantlib / releases
- Download QuantLib
- Official QuantLib Documentation
- QuantLib:: A free/open-source library for quantitative finance
- BriefMaker – An App for Processing Real-Time Market Data
- C++ programs for Finance
- Typesafe wrapping of a C++ Quant library
- My statistical consulting services
- Download page
Slide section has these slides: Dimitri Reiswich contributed the slides he used during a course he taught, along with the corresponding code:
1. Boost introduction [PDF] 2. QuantLib introduction, part I [PDF] 3. QuantLib introduction, part II [PDF] 4. code samples [ZIP]
I have made some programs for common uses in finance. They may be of interest to others, so I have made them public under the GNU Public Licence .
Use advanced techniques to provide a high performance, concurrent, typesafe API around a non-threadsafe typeless one
No comments:
Post a Comment