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I've personally re-implemented bond daycount for multiple markets several times at different shops. Maybe quantlib has this? Have never been allowed to use it.
by vegabook 10y ago
I've personally re-implemented bond daycount for multiple markets several times at different shops. Maybe quantlib has this? Have never been allowed to use it.
- smallnamespace 10y agoQuantlib has a relatively small set implemented: https://github.com/lballabio/QuantLib/tree/master/ql/time/daycounters https://github.com/lballabio/QuantLib/tree/master/ql/time/da...