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.
Contents:
QuantLib.jl Settings
QuantLib.jl, upon loading, generates a Settings object which contains the global evaluation date.
type Settings
evaluation_date::Date
end
-
set_eval_date!(sett::Settings, d::Date)
Update the global evaluation date