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.


QuantLib.jl Settings

QuantLib.jl, upon loading, generates a Settings object which contains the global evaluation date.

type Settings
set_eval_date!(sett::Settings, d::Date)

Update the global evaluation date