Matt S: MattOfTheDead

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icon company Shell Trading icon location Houston, TX icon location I work in commodity risk management as a quant risk developer for trading. But I like to make fast kernels and improve battery life as a hobby.

Results 32 comments of Matt S: MattOfTheDead

Has there been any desire to submit pull requests to make QuantExt part of Quantlib itself?

Okay I started the port of QuantExt and resolved the errors on VS2017 Windows 10 with Boost 1.77.0 and QuantLib 1.23, using the Windows 8.1SDK and haven't finished the testsuite....

Has there been any desire to submit pull requests to make QuantExt part of Quantlib itself?

My true interest in all of this is to actually make a better Python interface to all the libraries. As the SWIG interface is a little archaic, I imagine that...