compiles for me: clang++ check.cpp -o check --std=c++17 #include <type_traits> #include <iostream> template <typename T, typename... Ts> std::enable_if_t<!std::conjunction_v<std::is_same<T, Ts>...> > func(T, Ts...) {     std::cout << "not all types in pack are T\n"; } int main() {     // func(1,2,3)...

The best way imo is to post your questions to quantlib-users@lists.sourceforge.net. 

There are zero wide collar quotes available on some broker screens. How much traded volume is behind them. And what are bid-ask spreads in this "market", if this exists at all? Talking about EUR here.

Shifted Lognormal with lower bound = max storage cost?

Hi Eric, I think I pretty much reproduced what they do. We are currently writing up a small note on this, I'll post a link here once this is done. In the meantime if you don't mind reading C++ code have a look here  https://github.com/lballabio/QuantLib/blob/master/test-suite/piecewiseyieldcurve.cpp...

to make z-spreads comparable across several bonds it should use unique conventions I'd say

Thanks - so I guess I have to go through some more checks... it's the Wilmott Inner Circle after all! 

so to answer my own question (by reverse engineering): a) no - it's due to other details and conventions of their bootstrapping methodology

So honestly I don't like the idea of the "inner circle" and don't get what this is really good for... still I want to have access to some of the articles there. Now I don't seem to qualify for becoming a member of that circle thing - is it transparent what you have to do or be to be accepted?

Of course you can absorb different way to measure the time to expiry in the implied volatility, but as a minimum requirement the time to expiry needs to go to zero when you move towards the fixing publication date when the payoff gets deterministic. I wouldn't spend too much time trying to reverse e...

I'd say the time between today and the publication date measured w.r.t. the implied vol's day count convention (probably A365?).

Hey guys,  I am trying to reproduce Bloomberg's Zero Rates for curves like S45 (Euribor 6M) and others. They have a (quite interesting!) smoothing scheme documented when serial FRAs are part of the curve (as in the EUR case) which I am able to verify very closely.  I am not matching those curves wit...

Here is the project, there are a few extension modules we sell on top. Also happy to help with integration / building proprietary extensions. Feel free to contact me if of any interest.

<t>look in the test suite for american option pricing, there is an (equity) example; there are also lots of examples in the market model tests (but they are actually using different classes for LS); and there will be more, I am sure, maybe just grep McLongstaffSchwartzEngine or LongstaffSchwartzPath...

here is one pointer