- "RQuant
Lib"
package makes parts of
QuantLib accessible from R. Much of
QuantLib's functionality can be used in
Excel via the add-in
QuantlibXL.
QuantLib is...
-
version 3.8.x.x;
later versions use Pybind11
Xapian TensorFlow Apache SINGA QuantLib Babeltrace Free and open-source
software portal Language binding Foreign...
- simplicity, and
large standard library /
available applications,
including QuantLib. Additionally, for many (of the standard)
derivative and
portfolio applications...
- "risk free rate", as
opposed to
LIBOR as previously, and, relatedly,
quants must
model under a "multi-curve framework" (
LIBOR is
being phased out, with replacements...
- 0-or-later
Protocol Buffers C++ BSD-3-Clause Qt C++ GPL 2.0, 3.0 / LGPL 3.0
QuantLib C++ GPL-2.0
RocksDB C++
Apache 2.0 ROOT C++ GNU GPLv3
Scintilla C++ MIT...
-
nonlinear and
inhomogeneous media".
Physical Review A. 56 (1): 925–930. arXiv:
quant-ph/9612009. Bibcode:1997PhRvA..56..925D. doi:10.1103/PhysRevA.56.925. S2CID 17095200...
- arXiv:
quant-ph/9711043. doi:10.1145/276698.276712. Ambainis, A. (2004-06-01). "Quantum
search algorithms". ACM
SIGACT News. 35 (2): 22–35. arXiv:
quant-ph/0504012...
- with Backward-Looking Rates.,
Preprint SSRN.
Letian Wang, Hull–White Model,
Fixed Income Quant Group, DTCC (detailed
numeric example and derivation)...
-
Physical Review A. 52 (5).
American Physical Society (APS): 3457–3467. arXiv:
quant-ph/9503016. Bibcode:1995PhRvA..52.3457B. doi:10.1103/physreva.52.3457. ISSN 1050-2947...
-
through the
Quantum Approximate Optimization Algorithm". arXiv:1602.07674 [
quant-ph].
Malik Ghallab; Dana Nau;
Paolo Traverso (21 May 2004).
Automated Planning:...
