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Re: [Quantlib-dev] QuantLib/ObjectHandler usage in commercialappilcations v3...
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From: Toyin A. <toy...@ho...> - 2007-02-13 17:44:01
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Hi all, We have uploaded 2 new training videos (over 2 hours of new video viewing content) demostrating the construction, pricing and querying of interest rate leg objects. The description now follows... Training video presenting the basics of interest leg construction and pricing. This includes the definition of such terms as Regular, In-Arrears, Quanto, Averaging, Compounding and CMS interest rate leg deals. This is part #1 of a two video set describng the construction and pricing of interest leg deals. Video duration : 50 minutes. Training video presenting the advanced construction and pricing of interest rate leg objects. This includes the construction, pricing and querying of interest rate legs including Regular, In-Arrears, Quanto, Averaging, Compounding, Inverse and CMS interest rate leg deals. We also show how given a portfolio of legs, you can imply out a flat margin/coupon across any combination of legs given a target PV. This is part #2 of a two video set describing the construction and pricing of interest leg deals. Video duration : 109 minutes. Again, the low-level code used internally is based on QuantLib. We simply coded up an interface on top of the supurb quantlib library. You can view these free training videos from www.QuantTools.com. Simply navigate to the Download/Screenshot -> Training Videos link within the menu. We have also updated the CapeTools QuantTools libraries to v2.0.6. Basically we have added some new averaging and compounding type Forward/Swap rate functions (thus OIS or EONIA rate calculations are now possible). We have also added quick implied volatility Cap/Floor/Swaption function calls. Please see details on the site for a complete description for what has changed. Enjoy, Best Regards, Toyin Akin. CapeTools QuantTools. >From: "Toyin Akin" <toy...@ho...> >To: qua...@li...,qua...@li... >Subject: [Quantlib-dev] QuantLib/ObjectHandler usage in >commercialappilcations v2... >Date: Fri, 02 Feb 2007 16:26:15 +0000 > > >Hi All, > >I have uploaded 3 new training videos (over 2.5 hours of new video viewing >content) demostrating vanilla and exotic option pricing (including >building, sorting, grouping and pricing portfolios of vanilla and exotic >option deals within the CapeTools QuantTools XL library). > >I have also copied up a video that demostrates building stochatic process >objects as well as grouping stochastic objects within a correlated >stochastic array and conducting two types of montecarlo simulations using >the correlated stochastic array. Furthermore, once the simulation objects >has been created, there are further functions to query the object for the >simulated paths as well as applying custon payoffs within Excel. > >Finally, the simulation demo presents an introduction to the montecarlo >generic pricing framework. > >For those of you who are familiar with QuantLib's stochastic process and >simulation classes, you should find this particular video easy going as the >objects used are based directly on these quantLib classes. In fact within >the video, we make several references to QuantLib's documentation. > >You can view these free training videos from www.QuantTools.com. > >Simply navigate to the Download/Screenshot -> Training Videos link within >the menu. > >New videos are : > >Pricing (vanilla and exotic option pricing) : Duration 57 minutes >Portfolio Pricing (vanilla and exotic option portfolio manipulation and >pricing) : Duration 43 minutes >Simulation (for equity type underlyings) : Duration 57 minutes > >We have also updated the CapeTools QuantTools XL library to v2.0.5. > >Basically we have fixed quite a few bugs that we ourselves have found and >those found by some of our users. > >Please see details on the site for what has changed. > >Enjoy, >Best Regards, >Toyin Akin. >CapeTools QuantTools. > >_________________________________________________________________ >MSN Hotmail is evolving check out the new Windows Live Mail >http://ideas.live.com > > >------------------------------------------------------------------------- >Using Tomcat but need to do more? Need to support web services, security? >Get stuff done quickly with pre-integrated technology to make your job >easier. >Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo >http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 >_______________________________________________ >QuantLib-dev mailing list >Qua...@li... >https://lists.sourceforge.net/lists/listinfo/quantlib-dev _________________________________________________________________ MSN Hotmail is evolving check out the new Windows Live Mail http://ideas.live.com |
