I have posted the same question on Quant StatckExchange (https://quant.stackexchange.com/questions/58479/volcube-in-rquantlib) before I discovered this group. Working with RQuantLib for the first

Hi all, So I am rather new to R but currently attempting to replicate the discountcurve part of the package in order to extend the futures function beyond the 2 years. I am struggling quite a bit

On 17 May 2020 at 01:36, John Paul Broussard wrote: | I actually figured it out, though, and only though an attempt to "purge" QuantLib's install. Excellent! | So, user error on my part... I

Yep. I now see how my replies look like I am not providing new information, because I was not... My bad. I actually figured it out, though, and only though an attempt to "purge" QuantLib's

On 16 May 2020 at 04:59, John Paul Broussard wrote: | That's what's driving me crazy. My R works on everything. My QuantLib also appears to work - I tested it out using the example shown on the

That's what's driving me crazy. My R works on everything. My QuantLib also appears to work - I tested it out using the example shown on the QuantLib.org site. Rcpp loads, and appears to be working.

On 14 May 2020 at 09:17, John Paul Broussard wrote: | Thanks Dirk.  Unfortunately, I have loaded the latest QuantLib (1.18 I think) - still same RQuantLib install error.  I loaded the items you

Thanks Dirk. Unfortunately, I have loaded the latest QuantLib (1.18 I think) - still same RQuantLib install error. I loaded the items you indicate, still same RQuantLib install error. Could there a

On 2 May 2020 at 06:43, John Paul Broussard wrote: | I recently updated to Ubuntu 20.04, as well as to R v4. When updating packages, I ran into an issue with RQuantLib. | | As the attached indicates,

I recently updated to Ubuntu 20.04, as well as to R v4. When updating packages, I ran into an issue with RQuantLib. As the attached indicates, all appears ok with QuantLib and Boost, * installing

Hi All I have seen a couple of topics regarding this, but the problem is that the function BermudanSwaption uses a lognormal which obviously cannot be used on negative interest rates. Is there a way

Hi all, Would you know please if there is a way to pass a more precise market curve to DiscountCurve, over short maturities ? I would need to add d2w, d3w, d4m, d5m, d18m pilars as input, and they are

On 11 September 2019 at 11:00, dick.r.chiang@... wrote: | The package maintainer has previously not recommended the following, but it directly addresses the core problem.  The alternative is to

The package maintainer has previously not recommended the following, but it directly addresses the core problem. The alternative is to upgrade to a CentOS version with boost libraries greater than

On 11 September 2019 at 04:50, beppeg@... wrote: | Dear all, | I'm going crazy to install the package on CentOS 7. | Required QuantLib library installed from EPEL repository via yum seems to be

Dear all, I'm going crazy to install the package on CentOS 7. Required QuantLib library installed from EPEL repository via yum seems to be < 1.14 so I installed successfully 1.16 release compiling

I'm sorry for my misunderstanding. I will dig the problem by myself and ask to QuantLib. Jean-Louis

On 26 March 2019 at 12:28, kumpelka78@... wrote: | Any news from QuantLib ? "You tell us". It is your itch to scratch (to borrow the common phrase about motivation for open source) so I had

Hello, Any news from QuantLib ? Thanks, Jean-Louis

Salut Jean-Louis