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Quantlib Scehdule Error "Wrong number or type of arguments for overloaded function 'new_Schedule'."

score 37 · Answer 1 · 2024-03-22T15:28:52.847000

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Quantlib Scehdule Error "Wrong number or type of arguments for overloaded function 'new_Schedule'."

37 views Asked by TheGr8Destructo At 22 March 2024 at 15:28

score 42 · Answer 2 · 2024-03-17T16:51:55.537000

Using Quantlib to calculate the Zspread of a treasury bond is returning a type mismatch or number of arguments issue, not sure why?

42 views Asked by user23641445 At 17 March 2024 at 16:51

score 31 · Answer 3 · 2024-02-23T17:05:23.973000

QuantLib Call Options Pricing over rows in a data frame

31 views Asked by user113156 At 23 February 2024 at 17:05

score 48 · Answer 4 · 2024-02-02T16:43:16.093000

Error message in RQuantLib FixedRateBond function

48 views Asked by mirmidon At 02 February 2024 at 16:43

score 44 · Answer 5 · 2024-01-29T18:15:52.630000

Quantlib, difficulties reconciling yield to maturity of bond cashflows

44 views Asked by Amir Lakha At 29 January 2024 at 18:15

score 51 · Answer 6 · 2024-01-04T14:53:40.807000

how to calculate iv and greeks from quantlib

51 views Asked by DHIRAJ SOLANKI At 04 January 2024 at 14:53

score 45 · Answer 7 · 2024-01-01T11:09:49.587000

Rquantlib DiscountCurve Function - tsQuotes input parameters for Overnight Indexed Swap curves (OIS curves)

45 views Asked by K.RAC At 01 January 2024 at 11:09

score 117 · Answer 8 · 2023-12-20T14:29:34.960000

Python Quantlib Incorrectly Bond Pricing Issue

117 views Asked by user23133258 At 20 December 2023 at 14:29

score 130 · Answer 9 · 2023-12-17T20:39:24.010000

Extracting Discount Factors with reference from Bond Settlement Date instead of Evaluation Date in QuantLib

130 views Asked by ccc At 17 December 2023 at 20:39

score 137 · Answer 10 · 2023-12-05T21:43:07.330000

YTM different to zero rates on zero-coupon bonds and issues with settlement days on discounting in QuantLib Python

137 views Asked by ccc At 05 December 2023 at 21:43

score 182 · Answer 11 · 2023-11-24T15:26:54.747000

Repricing Bonds used for Bootstrapping in QuantLib-Python

182 views Asked by ccc At 24 November 2023 at 15:26

score 17 · Answer 12 · 2023-11-08T07:49:11.293000

QuantLib's SwaptionVolCube1x<Model>::marketVolCube() is very slow

17 views Asked by Peaceful At 08 November 2023 at 07:49

score 87 · Answer 13 · 2023-11-03T18:22:07.003000

Volume profile for higher timeframes

87 views Asked by Nikhil Mulley At 03 November 2023 at 18:22

score 106 · Answer 14 · 2023-10-28T00:01:45.570000

Why the biz day convention of OIS Rate helper is hard coded as Modified Following in QL?

106 views Asked by Nick At 28 October 2023 at 00:01

score 38 · Answer 15 · 2023-10-19T16:26:43.260000

QuantLib OvernighIborBasisSwapRateHelper

38 views Asked by Nick At 19 October 2023 at 16:26

score 255 · Answer 16 · 2023-08-02T12:50:00.253000

Reconcile SOFR OIS Cash Flows

255 views Asked by D. Welch At 02 August 2023 at 12:50

score 259 · Answer 17 · 2023-07-17T10:54:30.063000

OIS swaption in python QuantLib

259 views Asked by D. Welch At 17 July 2023 at 10:54

score 95 · Answer 18 · 2023-06-16T09:23:06.550000

Generation of Floating Cashflow using QuantLib in Python

95 views Asked by Gauthier THOMAS At 16 June 2023 at 09:23

score 111 · Answer 19 · 2023-06-07T20:27:52.813000

Incorporating CVA and DVA when valuing Interest Rate Swap in QuantLib Python

111 views Asked by ccc At 07 June 2023 at 20:27

score 1128 · Answer 20 · 2023-06-02T17:54:37.247000

Why does my QuantLib Python 'ql.calendar' code fail with 'TypeError: UnitedStates.init() missing 1 required positional argument: 'm'' error?

1.1k views Asked by greenhand At 02 June 2023 at 17:54

TechQA.

List Question

Quantlib Scehdule Error "Wrong number or type of arguments for overloaded function 'new_Schedule'."

Using Quantlib to calculate the Zspread of a treasury bond is returning a type mismatch or number of arguments issue, not sure why?

QuantLib Call Options Pricing over rows in a data frame

Error message in RQuantLib FixedRateBond function

Quantlib, difficulties reconciling yield to maturity of bond cashflows

how to calculate iv and greeks from quantlib

Rquantlib DiscountCurve Function - tsQuotes input parameters for Overnight Indexed Swap curves (OIS curves)

Python Quantlib Incorrectly Bond Pricing Issue

Extracting Discount Factors with reference from Bond Settlement Date instead of Evaluation Date in QuantLib

YTM different to zero rates on zero-coupon bonds and issues with settlement days on discounting in QuantLib Python

Repricing Bonds used for Bootstrapping in QuantLib-Python

QuantLib's SwaptionVolCube1x<Model>::marketVolCube() is very slow

Volume profile for higher timeframes

Why the biz day convention of OIS Rate helper is hard coded as Modified Following in QL?

QuantLib OvernighIborBasisSwapRateHelper

Reconcile SOFR OIS Cash Flows

OIS swaption in python QuantLib

Generation of Floating Cashflow using QuantLib in Python

Incorporating CVA and DVA when valuing Interest Rate Swap in QuantLib Python

Why does my QuantLib Python 'ql.calendar' code fail with 'TypeError: UnitedStates.init() missing 1 required positional argument: 'm'' error?

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