Comments for Fooling around with QuantLib
https://quantlib.wordpress.com
Tue, 23 Jan 2018 15:58:17 +0000
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Comment on Tag Dispatching, ZABR and Where Do You Start by Peter Caspers
https://quantlib.wordpress.com/2015/01/17/tag-dispatching-zabr-and-where-do-you-start/comment-page-1/#comment-122
Tue, 23 Jan 2018 15:58:17 +0000http://quantlib.wordpress.com/?p=161#comment-122Hi Edith, not really. This is a general problem, all QuantLib dev is done by volunteers, so everyone is adding what they need, but not much more, at least not if there is no known demand. But you might ask on the quantlib user list for help or (probably better) open a ticket on github requesting specific extensions of the wrappers. It’s possible that someone takes the ticket then.
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Comment on Tag Dispatching, ZABR and Where Do You Start by Edith Mandel
https://quantlib.wordpress.com/2015/01/17/tag-dispatching-zabr-and-where-do-you-start/comment-page-1/#comment-121
Tue, 23 Jan 2018 15:38:44 +0000http://quantlib.wordpress.com/?p=161#comment-121Thanks, Peter. Do you know of anyone who might be interested in extending the wrappers to include this code? Seems like this is a way to broaden the user-base significantly.
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Comment on Tag Dispatching, ZABR and Where Do You Start by Peter Caspers
https://quantlib.wordpress.com/2015/01/17/tag-dispatching-zabr-and-where-do-you-start/comment-page-1/#comment-120
Tue, 23 Jan 2018 12:21:08 +0000http://quantlib.wordpress.com/?p=161#comment-120No, unfortunately not. It shouldn’t be very hard to extend the SWIG wrappers though.
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Comment on Tag Dispatching, ZABR and Where Do You Start by Edith Mandel
https://quantlib.wordpress.com/2015/01/17/tag-dispatching-zabr-and-where-do-you-start/comment-page-1/#comment-119
Tue, 23 Jan 2018 12:12:37 +0000http://quantlib.wordpress.com/?p=161#comment-119Hello! Is your code exposed via Python wrappers of QuantLib?
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Comment on Tag Dispatching, ZABR and Where Do You Start by Peter Caspers
https://quantlib.wordpress.com/2015/01/17/tag-dispatching-zabr-and-where-do-you-start/comment-page-1/#comment-46
Tue, 17 Nov 2015 15:21:45 +0000http://quantlib.wordpress.com/?p=161#comment-46I made my notes available for download here http://ssrn.com/abstract=2692048
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Comment on Tag Dispatching, ZABR and Where Do You Start by mastro
https://quantlib.wordpress.com/2015/01/17/tag-dispatching-zabr-and-where-do-you-start/comment-page-1/#comment-45
Tue, 17 Nov 2015 14:49:13 +0000http://quantlib.wordpress.com/?p=161#comment-45Hello!
I would really like to have a look at your version of the article as the original one is very cumbersome for me.
May I kindly ask you to send me your version at [email protected] ?
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Comment on Tag Dispatching, ZABR and Where Do You Start by mastro
https://quantlib.wordpress.com/2015/01/17/tag-dispatching-zabr-and-where-do-you-start/comment-page-1/#comment-44
Tue, 17 Nov 2015 14:44:08 +0000http://quantlib.wordpress.com/?p=161#comment-44Hello, as unfortunately I am not the quant of the year 😥 I would really like to have a look at your version of the article. The original paper is very cumbersome for me.
May I kindly ask you to send it to me at [email protected] ?
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Comment on Adjoint Greeks IV – Exotics by Adjoint Greeks VI – Source Code Transformation Pt. II | Fooling around with QuantLib
https://quantlib.wordpress.com/2015/04/14/adjoint-greeks-iv-exotics/comment-page-1/#comment-41
Sat, 31 Oct 2015 16:52:24 +0000http://quantlib.wordpress.com/?p=397#comment-41[…] into the usual market variables’ sensitivities. This is done exactly the same way as in the post I mentioned […]
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Comment on Adjoint Greeks V – Source Code Transformation by Adjoint Greeks VI – Source Code Transformation Pt. II | Fooling around with QuantLib
https://quantlib.wordpress.com/2015/09/25/adjoint-greeks-v-source-code-transformation/comment-page-1/#comment-40
Sat, 31 Oct 2015 16:52:19 +0000http://quantlib.wordpress.com/?p=699#comment-40[…] Another approach is to use source code transformation. I started with a toy example in one of my last posts. […]
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Comment on Smile Dynamics by Densities by Dynamics II | Fooling around with QuantLib
https://quantlib.wordpress.com/2015/09/19/smile-dynamics-by-densities/comment-page-1/#comment-36
Sun, 11 Oct 2015 15:36:46 +0000http://quantlib.wordpress.com/?p=629#comment-36[…] is a sequel to the recent post on smile dynamics, generalizing things a bit. It’s is just a stream of thoughts, nothing that is actually […]