Monthly Archive: January 2013

QuantLib: Interest Rate Index

cogitolearning January 31, 2013 Manuals, QuantLib c++, indices, Manual, quantlib

Previously, I have talked about indices and have looked at the Index class in QuantLib. In this article I will talk about a specialization of the Index class, the InterestRateIndex class. This class extends the basic Index with functionality that…
Read more

QuantLib: Lazy Evaluation

cogitolearning January 25, 2013 Manuals, QuantLib c++, Manual, observable, observer, quantlib

Sometimes objects can act as intermediaries in a calculation. This means they receive data from one object, perform some operation on the data and provide the results to a third object. Such objects act as both observer and observable objects….
Read more