Path

There are always some game-changing moments in life. Earlier this year, I finally discovered the greatness of  PowerShell . Love at first s...

Multithreading possibilities for VBA has been chewed in this post. My conclusion back then was, that there is no multi-threading possibilit...

Within the last post , an implementation for a simple custom instrument and analytical pricing engine was presented. This post is presenting...

Using in-built QuantLib instruments and pricing engines is almost trivial, since the library is actually performing all required groundwork ...

Sometimes during the last year I published one post on simulating Hull-White interest rate paths using Quantlib. My conclusion was, that w...

Last year I published one possible implementation using Quantlib library for constructing piecewise yield curves. Within this second impl...