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honest question - does anyone use quantlib in production?
by hogu 14y ago
honest question - does anyone use quantlib in production?
- deleted 14y ago[deleted]
- chollida1 14y agoWe use it pretty heavily for calculating implied vol and for delta calculations.
- nwhitehe 14y ago"What seems to be standard practice is to use quantlib as a module which is used as part of an in-house module. Usually to make third party software work with internal systems takes a lot of masking tape and sledge hammers." - twofish, on the Wilmott forum, 2005