- "RQuant
Lib"
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...
-
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...
-
February 24, 2010. "List of 16-year old
World Junior Championship players".
QuantHockey.
Archived from the
original on
December 24, 2013.
Retrieved December...
-
commemorating the 1507
Treaty of
Calais (1507));
Plusieurs regretz Pour
souhaitter Quant je vous voye Qui
belles amours a
Recordans de my
signora Regretz sans fin...
-
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...
