Monthly Archives: February 2013
Introducing QuantLib: Bond Pricing and Interest Rates
In my last post I demonstrated how to calculate the present value of a future cash flow. Specifically, we used QuantLib to back out the principal amount of a $100 one year loan with a 5% interest rate compounded annually … Continue reading
Posted in QuantLib
Tagged Boost, C++, finance, financial engineering, quant, QuantLib, trading
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Mick Hittesdorf
All things finance and technology... 