QUANTBOOST, a Complete Library, Modelling of Derivatives in C++. Based on Wiley C++ Derivatives, as well as BOOST C++ Multithreading techniques and will support a quant fund approach type of forecasting and portfolio management. I will have direct access
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quantboost QuantBoost Visual Studio 2005 / Boost Support file released: QuantBoost_visualstudio2005_v1000.zip
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File released: /quantboost/QuantBoost Visual Studio 2005 _ Boost Support/QuantBoost_visualstudio2005_v1000.zip
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Using QuantBoost Instructions
This library envisions the creation of BOOST based algorithms and multithreading support, based on Wiley C++ Derivatives as well as quant fund methodologies, and finaly will include live stock quotes and historical data retreival. The end result will be a graphical interface, allowing to price derivatives, build strategies, manage portfolios. The end result may be distributed in academia, competing with other software that are not currently free of charge. Keep updated.
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quantboost quantboost file released: QuantBoost1.zip
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File released: /quantboost/quantboost/QuantBoost1.zip
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quantboost Version 1.00 file released: QuantBoost.zip
Initial Version. Contains all Classes till. /********************************************************************************** setPricingEngine : initializes pricing engine [in] : Handle<PricingEngine>& engine : pricing engine [out]: void **********************************************************************************/ Page 47 Wiley C++ Derivatives.
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File released: /quantboost/Version 1.00/QuantBoost.zip
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