Question

Quantlib Scehdule Error "Wrong number or type of arguments for overloaded function 'new_Schedule'."

score 37 · Answer 1 · 2024-03-22T15:28:52.847000

Quantlib Scehdule Error "Wrong number or type of arguments for overloaded function 'new_Schedule'."

Published on 22 March 2024 at 15:28

score 42 · Answer 2 · 2024-03-17T16:51:55.537000

Using Quantlib to calculate the Zspread of a treasury bond is returning a type mismatch or number of arguments issue, not sure why?

score 31 · Answer 3 · 2024-02-23T17:05:23.973000

31

Views

QuantLib Call Options Pricing over rows in a data frame

Published on 23 February 2024 at 17:05

score 48 · Answer 4 · 2024-02-02T16:43:16.093000

48

Views

Error message in RQuantLib FixedRateBond function

Published on 02 February 2024 at 16:43

score 44 · Answer 5 · 2024-01-29T18:15:52.630000

44

Views

Quantlib, difficulties reconciling yield to maturity of bond cashflows

Published on 29 January 2024 at 18:15

score 51 · Answer 6 · 2024-01-04T14:53:40.807000

51

Views

how to calculate iv and greeks from quantlib

Published on 04 January 2024 at 14:53

score 45 · Answer 7 · 2024-01-01T11:09:49.587000

45

Views

Rquantlib DiscountCurve Function - tsQuotes input parameters for Overnight Indexed Swap curves (OIS curves)

Published on 01 January 2024 at 11:09

score 117 · Answer 8 · 2023-12-20T14:29:34.960000

117

Views

Python Quantlib Incorrectly Bond Pricing Issue

Published on 20 December 2023 at 14:29

score 130 · Answer 9 · 2023-12-17T20:39:24.010000

130

Views

Extracting Discount Factors with reference from Bond Settlement Date instead of Evaluation Date in QuantLib

Published on 17 December 2023 at 20:39

score 137 · Answer 10 · 2023-12-05T21:43:07.330000

137

Views

YTM different to zero rates on zero-coupon bonds and issues with settlement days on discounting in QuantLib Python

Published on 05 December 2023 at 21:43

score 182 · Answer 11 · 2023-11-24T15:26:54.747000

182

Views

Repricing Bonds used for Bootstrapping in QuantLib-Python

Published on 24 November 2023 at 15:26

score 17 · Answer 12 · 2023-11-08T07:49:11.293000

17

Views

QuantLib's SwaptionVolCube1x<Model>::marketVolCube() is very slow

Published on 08 November 2023 at 07:49

score 87 · Answer 13 · 2023-11-03T18:22:07.003000

87

Views

Volume profile for higher timeframes

Published on 03 November 2023 at 18:22

score 106 · Answer 14 · 2023-10-28T00:01:45.570000

106

Views

Why the biz day convention of OIS Rate helper is hard coded as Modified Following in QL?

Published on 28 October 2023 at 00:01

score 38 · Answer 15 · 2023-10-19T16:26:43.260000

38

Views

QuantLib OvernighIborBasisSwapRateHelper

Published on 19 October 2023 at 16:26

score 255 · Answer 16 · 2023-08-02T12:50:00.253000

255

Views

Reconcile SOFR OIS Cash Flows

Published on 02 August 2023 at 12:50

score 259 · Answer 17 · 2023-07-17T10:54:30.063000

259

Views

OIS swaption in python QuantLib

Published on 17 July 2023 at 10:54

score 95 · Answer 18 · 2023-06-16T09:23:06.550000

95

Views

Generation of Floating Cashflow using QuantLib in Python

Published on 16 June 2023 at 09:23

score 111 · Answer 19 · 2023-06-07T20:27:52.813000

111

Views

Incorporating CVA and DVA when valuing Interest Rate Swap in QuantLib Python

Published on 07 June 2023 at 20:27

score 1.1k · Answer 20 · 2023-06-02T17:54:37.247000

Why does my QuantLib Python 'ql.calendar' code fail with 'TypeError: UnitedStates.__init__() missing 1 required positional argument: 'm'' error?

List Question

Quantlib Scehdule Error "Wrong number or type of arguments for overloaded function 'new_Schedule'."

Using Quantlib to calculate the Zspread of a treasury bond is returning a type mismatch or number of arguments issue, not sure why?

QuantLib Call Options Pricing over rows in a data frame

Error message in RQuantLib FixedRateBond function

Quantlib, difficulties reconciling yield to maturity of bond cashflows

how to calculate iv and greeks from quantlib

Rquantlib DiscountCurve Function - tsQuotes input parameters for Overnight Indexed Swap curves (OIS curves)

Python Quantlib Incorrectly Bond Pricing Issue

Extracting Discount Factors with reference from Bond Settlement Date instead of Evaluation Date in QuantLib

YTM different to zero rates on zero-coupon bonds and issues with settlement days on discounting in QuantLib Python

Repricing Bonds used for Bootstrapping in QuantLib-Python

QuantLib's SwaptionVolCube1x<Model>::marketVolCube() is very slow

Volume profile for higher timeframes

Why the biz day convention of OIS Rate helper is hard coded as Modified Following in QL?

QuantLib OvernighIborBasisSwapRateHelper

Reconcile SOFR OIS Cash Flows

OIS swaption in python QuantLib

Generation of Floating Cashflow using QuantLib in Python

Incorporating CVA and DVA when valuing Interest Rate Swap in QuantLib Python

Why does my QuantLib Python 'ql.calendar' code fail with 'TypeError: UnitedStates.init() missing 1 required positional argument: 'm'' error?

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