News & Events
Stay up to date with the latest news, events and updates from the team behind Quantlab and Qlang.
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Blog
Market rates tell the tale
How much will the central bank change the rate at the next meeting, and perhaps also the meeting after that?
Events
FIX Trading 2022
The event will cover the most pressing issues facing the institutional trading community and provide a neutral platform for buy-side, sell-side, exchanges, vendors and regulators.
Announcements
LIBOR cessation proofing
Quantlab dev team is pleased to announce the successful development into future risk-free-rates (RFR) regime for Quantlab.
Announcements
Build RESTful API
With the release of the http/https protocol support in Qlang, a server component is just as easy to build as any Quantlab workspace.
Announcements
Heston library added
The Heston model has been around for a good 25+ years. Why would we add a this model to our library now?
Announcements
More python support
For Python users calling Qlang libraries, a suite of new export functions enable an even richer user experience from Python.
Announcements
Quantlab trademark
We are pleased to note that our filing for “continued use and incontestability” has been accepted by the USPTO.
Blog
Dual bootstrapping
It has hardly escaped anyone that the credit crisis has forced the market to price in counterparty credit risk. Here we dive into "dual bootstrapping".
Blog
Multi tenor swap surface
In the post credit crisis swap market the curve building process has completely changed and what was before a fairly straightforward procedure is now a lot more involved.
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