3 Comments
User's avatar
Swapnil Raktale's avatar

Thank you for your efforts!

Expand full comment
Aaron De la Rosa's avatar

Hey Luigi. I need your help. I can't run Bermudan Swaption using QuantLib in C++.

Expand full comment
Luigi Ballabio's avatar

Hi Aaron—I suggest you post about the problem on the QuantLib mailing list (see https://sourceforge.net/projects/quantlib/lists/quantlib-users). I read what's posted there, and also (a) you'll reach other experts that might answer even before I find the time and (b) the answer will be useful to more people. Thanks!

Expand full comment