Monthly Archives: February 2013
Introducing QuantLib: Interest Rate Conversions
For those of you who read the last installment of my series on QuantLib, you are now familiar with QuantLib’s InterestRate class. In this post, I’ll provide an example of how to compare interest rates that have different compounding periods … Continue reading
Posted in QuantLib
Tagged Boost, C++, finance, financial engineering, quant, QuantLib, trading
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