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  • Get Started
  • Licence
  • User Guide
  • About
  • API Reference
  • Release Notes
  • Developers
  • Supplemental

Section Navigation

  • FX
    • FX Spot Rates
    • FX Forward Rates
  • Instruments
    • Periods
    • Legs
    • Securities
    • Single Currency Derivatives
    • Multi-Currency Derivatives
    • FX Volatility
    • Utilities and Instrument Combinations
  • Constructing Curves
    • Curves
    • Solver
    • FX Vol Surfaces
  • Pricing Mechanisms
  • Risk Sensitivity
    • Delta Risk
    • Gamma Risk
  • Utilities
    • Calendars
    • Schedule
    • Piecewise Polynomial Splines
    • Dual Numbers
    • Defaults
      • Calendars
        • NYC Calendar
        • FED Calendar
        • TGT Calendar
        • LDN Calendar
        • ZUR Calendar
        • STK Calendar
        • OSL Calendar
        • TRO Calendar
        • TYO Calendar
        • SYD Calendar
        • WLG Calendar
      • IRS
      • XCS
      • SBS
      • FRA
      • FixedRateBond
      • Bill
      • STIR Futures
    • Serialization
  • Cookbook
    • Solving Curves with a Dependency Chain
    • How to Handle Turns in Rateslib
    • Comparing Curve Building and Instrument Pricing with QuantLib
    • Constructing Curves from (CC) Zero Rates
    • A EURUSD market for IRS, cross-currency and FX volatility
    • FX Volatility Surface Temporal Interpolation
    • Pricing IBOR Interpolated Stub Periods
    • Working with Fixings
    • Valuing Historical Swaps at Today’s Date
    • Applying Amortization to Instruments
    • Configuring Cross-Currency Swaps - is it USDCAD or CADUSD?
    • Building a Risk Framework Including STIR Convexity Adjustments
    • Exploring Bond Basis and Bond Futures DV01
    • Bond Future CTD Multi-Scenario Analysis
  • Coverage
  • User Guide
  • Utilities

Utilities#

The modules below are utility modules that provide underlying functionality to the instruments and curves modules.

Contents:

  • Calendars
  • Schedule
  • Piecewise Polynomial Splines
  • Dual Numbers
  • Defaults
  • Serialization

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