Definition of QuantLib. Meaning of QuantLib. Synonyms of QuantLib

Here you will find one or more explanations in English for the word QuantLib. Also in the bottom left of the page several parts of wikipedia pages related to the word QuantLib and, of course, QuantLib synonyms and on the right images related to the word QuantLib.

Definition of QuantLib

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Meaning of QuantLib from wikipedia

- "RQuantLib" package makes parts of QuantLib accessible from R. Much of QuantLib's functionality can be used in Excel via the add-in QuantlibXL. QuantLib is...
- version 3.8.x.x; later versions use Pybind11 Xapian TensorFlow Apache SINGA QuantLib Babeltrace Free and open-source software portal Language binding Foreign...
- simplicity, and large standard library / available applications, including QuantLib. Additionally, for many (of the standard) derivative and portfolio applications...
- "risk free rate", as opposed to LIBOR as previously, and, relatedly, quants must model under a "multi-curve framework" (LIBOR is being phased out, with replacements...
- 0-or-later Protocol Buffers C++ BSD-3-Clause Qt C++ GPL 2.0, 3.0 / LGPL 3.0 QuantLib C++ GPL-2.0 RocksDB C++ Apache 2.0 ROOT C++ GNU GPLv3 Scintilla C++ MIT...
- nonlinear and inhomogeneous media". Physical Review A. 56 (1): 925–930. arXiv:quant-ph/9612009. Bibcode:1997PhRvA..56..925D. doi:10.1103/PhysRevA.56.925. S2CID 17095200...
- Physical Review A. 52 (5). American Physical Society (APS): 3457–3467. arXiv:quant-ph/9503016. Bibcode:1995PhRvA..52.3457B. doi:10.1103/physreva.52.3457. ISSN 1050-2947...
- with Backward-Looking Rates., Preprint SSRN. Letian Wang, Hull–White Model, Fixed Income Quant Group, DTCC (detailed numeric example and derivation)...
- and XVA pricing and hedging on the other, with the desk employing its own quants. "X-Value Adjustment". ****ociation of Corporate Treasurers. "Valuation adjustments...
- 2022. "KHL Totals by Nationality ‑ 2023‑2024 Stats". QuantHockey. Retrieved 20 November 2024. "QuantHockey FAQ: How is player nationality determined?"....