Free C++ Matlab VBA Python code for derivatives pricing

[ExSan]

Seems the page is not hosted anymore - would you know where I could get the code? Thanks in advance!!

 

[Daniel Duffy]

Nobody has mentioned Quantlib C++, which is open source.

 

[ExSan]

Nobody has mentioned Quantlib C++, which is open source.

There must be a reason.

 

[Daniel Duffy]

There must be a reason.

Such as? .

Actually, I mentioned it

 

[ExSan]

Such as? . Actually, I mentioned it

Maybe I am doing something wrong, but I tried several times! to install it without success. Finally I lost interest on it

 

[Daniel Duffy]

Maybe I am doing something wrong, but I tried several times! to install it without success. Finally I lost interest on it

Then you are doing something wrong.

Piece of cake

https://www.quantlib.org/install/vc10.shtml

It's for VC2010 but that is not an issue.

 

[ExSan]

Then you are doing something wrong.

jajajaje... I wonder if I am not the only one who finds it difficult to install

 

[ExSan]

Then you are doing something wrong.
Piece of cake
https://www.quantlib.org/install/vc10.shtml
It's for VC2010 but that is not an issue.

I will try one more time, again!!! Thanks Doctor Duffy for the link. BTW I am using VS2019

 

[Daniel Duffy]

Make sure that your Boost library version (VS2019, 64 bit library) etc. is compatible.

You can just post questions with "precise error messages".

BTW does QL support VS2019?

etc.