Quantlib

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Software:39469

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swMATH27755MaRDI QIDQ39469

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Source code repository: https://github.com/lballabio/QuantLib

Related Items (3)

Reducing transaction costs for interest rate risk hedging with stochastic programming ⋮ Simulation and evaluation of the distribution of interest rate risk ⋮ Implied stopping rules for American basket options from Markovian projection

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