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 time

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 with

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 *sou

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 t

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

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 fro

Hello, I tried to price a bond with negative rates (current economic context in eurozone...). I encounter this error : Error in FixedRateWithRebuiltCurve(bond, rates, schedule, calc, c(discountCurve$t

See at http://cloud.r-project.org/package=RQuantLib Took a while but there it is. So a big "Thanks everybody!!" for hanging in there 'despite everything'. And I'll have 0.4.8 up in a few days shortly

Just a quick follow-up email saying Hi to the few folks who joined the list over the last few days: welcome! The RQuantLib 0.4.7 release did what it was supposed to do: restore the full(er) functional

Greetings and salutations, Premise: If I install QuantLib from github source, then `install.packages("RQuantLib")` should just work We should continue to rely on `quantlib-config` to ensure our compil

A new release 0.4.7 has been submitted to the CRAN incoming queue! Big thanks everybody for the help and input -- it is good that we figured this one out. Now we "just" have to shame a macOS user into

Quick update: Josh's excellent work on the new library stood up to all tests he and I could throw at it, and is by now in the official location at github's rwinlib/quantlib repository. Given the testi

Hi all, I was able to successfully build the boost unit test framework using msys1.0 and Rtools35. From the msys prompt and within the boost source directory, I ran: BOOST_SRC=/e/build/src/boost_1_68_

hello everyone gonna fetch infos/files asap g, w

No segfaults found when using the Rtools34 and the static library v1.12.1 (Need to replace the ext::shared_ptr() with boost::shared_ptr(), see the file attached.) Well, actually with v1.12.1, Rtools35

Howdy, Thanks for accepting the invitation to congregate here. It may make it easier for lurkers to observe than if we continued with private email -- which is also difficult once multiple conversatio