Welcome to QuantLib.jl’s documentation!¶
QuantLib.jl is a Julia package that provides a pure Julia version of the popular open-source quantitative finance library QuantLib.
This documentation is largely derived from QuantLib’s documentation, with some alterations based on the Julia implementation.
- Getting Started
- CashFlow Types and Functions
- Index Types and Functions
- Interest Rates
- Math Module
- Pricing Methods
- Pricing Models
- Pricing Engines
- Stochastic Processes
- Term Structures and Curves
- Time Module
QuantLib.jl, upon loading, generates a Settings object which contains the global evaluation date.
type Settings evaluation_date::Date end
Update the global evaluation date