Bojan Nikolic: Using and Understanding the QuantLib Addin

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QuantLib Addin Concepts Documentation¶

Calendars in QuantLib Addin
Day Count(ing) Conventions
- Example
Evaluation Date
Interpolation in QuantLib
- One dimensional interpolation
- Two dimensional interpolation
Loop parameters
- Example
Overnight Index Swaps
Periods of time in QuantLib
“Rate Helpers” in QuantLib
TARGET Calendar
- Example

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© Copyright 2011 - 2022, Bojan Nikolic. Contact email: webs@bnikolic.co.uk. Important information: These pages are published by BN Algorithms Ltd. The information contained here is for informational purposes only, and is known to be incomplete, and is possibly wrong and misleading. It must not relied on to make any business decisions. The author and BN Algorithms are not liable for any use of this information.