{"id":11051,"date":"2019-12-29T00:16:55","date_gmt":"2019-12-28T15:16:55","guid":{"rendered":"http:\/\/mini.jellypo.pe.kr\/wp\/?p=11051"},"modified":"2020-01-14T09:28:55","modified_gmt":"2020-01-14T00:28:55","slug":"quantlib-%ec%84%a4%ec%b9%98","status":"publish","type":"post","link":"https:\/\/mini.jellypo.pe.kr\/wp\/?p=11051","title":{"rendered":"QuantLib \uc124\uce58"},"content":{"rendered":"\n<ol class=\"wp-block-list\"><li>QuantLibXL \uc124\uce58\ud558\uc5ec \uc5d1\uc140\uc5d0\uc11c \uc0ac\uc6a9\ud558\ub294\uac8c \uac00\uc7a5 \ud3b8\ud568<\/li><li>QuantLib-Python. \ubaa8\ub4c8\ub85c \uc124\uce58\ud558\uba74 \ub05d.<ol><li>pip install quantlib-python quantlib<\/li><\/ol><\/li><li>\ub9ac\ub205\uc2a4\ub294 \ud328\ud0a4\uc9c0\ub85c \uc124\uce58<ol><li>ArchLinux \uc0ac\uc6a9\uc2dc<a href=\"https:\/\/aur.archlinux.org\/packages\/quantlib\/\"> https:\/\/aur.archlinux.org\/packages\/quantlib\/<\/a> <\/li><\/ol><\/li><li>\uc708\ub3c4: \ucef4\ud30c\uc77c \ud574\uc57c \ud568. <ol><li>Win10\uc740 Microsoft store\uc5d0 python\uc774 \uc788\uc73c\ub2c8 \ubaa8\ub4c8\ub85c \uc124\uce58\ud558\uba74 \uac04\ud3b8\ud568.<\/li><\/ol><\/li><\/ol>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-large-font-size\"> QuantLibXL  <\/p>\n\n\n\n<p>MS Excel Addin: <a href=\"https:\/\/www.quantlib.org\/quantlibxl\/\">https:\/\/www.quantlib.org\/quantlibxl\/<\/a> \ub2e4\uc6b4\ub85c\ub4dc \ud6c4 C:\\Users\\<strong>&lt;\uacc4\uc815\uba85&gt;<\/strong>\\AppData\\Roaming\\Microsoft\\AddIns\\ \ud3f4\ub354\uc5d0 \uc555\ucd95 \ud480\uace0 \uc5d1\uc140 \ucd94\uac00 \uae30\ub2a5\uc73c\ub85c \ub85c\ub4dc(\ud30c\uc77c &#8211; \uc635\uc158 &#8211; \ucd94\uac00\uae30\ub2a5 &#8211; \uad00\ub9ac Excel \ucd94\uac00 \uae30\ub2a5 &#8216;\uc774\ub3d9&#8217; \ubc84\ud2bc \ud074\ub9ad)<\/p>\n\n\n\n<figure class=\"wp-block-image size-large is-resized\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-1.png\" alt=\"\" class=\"wp-image-11057\" width=\"489\" height=\"353\" srcset=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-1.png 938w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-1-300x217.png 300w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-1-768x555.png 768w\" sizes=\"auto, (max-width: 489px) 100vw, 489px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"365\" height=\"436\" src=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-2.png\" alt=\"\" class=\"wp-image-11058\" srcset=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-2.png 365w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-2-251x300.png 251w\" sizes=\"auto, (max-width: 365px) 100vw, 365px\" \/><\/figure>\n\n\n\n<p>Addin\uc774 \uc815\uc0c1\ub3d9\uc791\ud558\uba74 \uc608\uc81c \ud30c\uc77c\uc5d0\uc11c QL \ud568\uc218 \uc0ac\uc6a9 \uacb0\uacfc\uac00 #Name \ub4f1\uc758 \uc624\ub958\uac00 \ub728\uc9c0 \uc54a\uace0 \uac12\uc744 \uc798 \ucd9c\ub825\ud568. ctrl-alt-F9 \ub85c \uac31\uc2e0\ud574\ubcfc \uac83.<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-large-font-size\"> QuantLib-Python <\/p>\n\n\n\n<p>Microsoft Store\uc5d0\uc11c Python 3.7 \ud639\uc740 3.8 \uc124\uce58 \ud6c4 pip install QuantLib-Python QuantLib<\/p>\n\n\n\n<p><a href=\"https:\/\/www.quantlib.org\/install\/windows-python.shtml\">\uacf5\uc2dd\uc0ac\uc774\ud2b8<\/a>\uc5d0\uc120 Quantlib-SWIG \ub3c4 \uc788\uc5b4\uc57c \ud55c\ub2e4\ub294\ub370 \uc798 \ubaa8\ub974\uaca0\ub2e4. \uc124\uce58\ub9cc \ud558\uace0 \ubaa8\ub4c8 \ub85c\ub529\ub9cc \ud574\ubcf8 \uc0c1\ud0dc.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"689\" height=\"218\" src=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image.png\" alt=\"\" class=\"wp-image-11056\" srcset=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image.png 689w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-300x95.png 300w\" sizes=\"auto, (max-width: 689px) 100vw, 689px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-large-font-size\">\ub9ac\ub205\uc2a4 \ud328\ud0a4\uc9c0\ub85c \uc124\uce58<\/p>\n\n\n\n<p>\ub370\ube44\uc548, \uc6b0\ubd84\ud22c\ub294 \ud328\ud0a4\uc9c0\uac00 \uc788\ub294\ub4ef \ud558\uace0. Archlinux\ub3c4 AUR\uc774 \uc788\ub2e4. \uc800 \ud328\ud0a4\uc9c0\ub9cc \uc124\uce58\ud558\uba74 \uc548\ub418\uace0 boost-libs \ub3c4 \uc124\uce58\ud588\ub2e4.<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-large-font-size\">\uc708\ub3c4\uc5d0\uc11c \ucef4\ud30c\uc77c<\/p>\n\n\n\n<p>\uac00\uc7a5 \uc5b4\ub824\uc6b4 \ubc29\ubc95. VS 2019 CE \uc124\uce58 \ud6c4 C++ \ucef4\ud30c\uc77c\ub7ec \uc124\uce58. (VS Code\uac00 \uc544\ub2d8\uc5d0 \uc8fc\uc758).<\/p>\n\n\n\n<p>boost \uc124\uce58: 1. bootstrap.bat \uc2e4\ud589, 2. b2.exe \uc2e4\ud589<\/p>\n\n\n\n<p>QuantLib \ucef4\ud30c\uc77c: \ud504\ub85c\uc81d\ud2b8 \ud30c\uc77c\uc744 VS 2019\uc5d0\uc11c \uc624\ud508<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"462\" height=\"289\" src=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-3.png\" alt=\"\" class=\"wp-image-11059\" srcset=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-3.png 462w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-3-300x188.png 300w\" sizes=\"auto, (max-width: 462px) 100vw, 462px\" \/><figcaption> \uc18d\uc131\uad00\ub9ac\uc790\uc5d0 \uc0c8\ub85c\uc6b4 \uc18d\uc131 \uc2dc\ud2b8 \ucd94\uac00 <\/figcaption><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"786\" height=\"544\" src=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-4.png\" alt=\"\" class=\"wp-image-11060\" srcset=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-4.png 786w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-4-300x208.png 300w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-4-768x532.png 768w\" sizes=\"auto, (max-width: 786px) 100vw, 786px\" \/><figcaption> VC++ \ub514\ub809\ud130\ub9ac\uc5d0 boost \uacbd\ub85c \uc9c0\uc815(\ud3ec\ud568 \ub514\ub809\ud130\ub9ac, \ub77c\uc774\ube0c\ub7ec\ub9ac \ub514\ub809\ud130\ub9ac) .<br> \uc18d\uc131 \uc2dc\ud2b8\ub97c \ub2e4\ub978 \ube4c\ub4dc \uc885\ub958\uc5d0\ub3c4 \ub123\uc5b4\uc8fc\ub294\uac8c \uc88b\ub2e4. <\/figcaption><\/figure>\n\n\n\n<p>\ube4c\ub4dc \uc885\ub958 \uc120\ud0dd \ud6c4(\uc544\ub798 \ucea1\ucc98\uc5d0\uc120 Release, x64 \uc120\ud0dd) &#8216;\ube4c\ub4dc&#8217;<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"468\" height=\"276\" src=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-5.png\" alt=\"\" class=\"wp-image-11061\" srcset=\"https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-5.png 468w, https:\/\/mini.jellypo.pe.kr\/wp\/wp-content\/uploads\/2019\/12\/image-5-300x177.png 300w\" sizes=\"auto, (max-width: 468px) 100vw, 468px\" \/><figcaption> \uc194\ub8e8\uc158 \ud0d0\uc0c9\uae30\ub85c \ub3cc\uc544\uac00\uc11c \ube4c\ub4dc \uc885\ub958 \uc120\ud0dd \ud6c4 \ube4c\ub4dc <\/figcaption><\/figure>\n\n\n\n<p>\ube4c\ub4dc\ub9cc \uc131\uacf5\ud588\uc9c0 \uc774 \ubc29\uc2dd\uc73c\ub85c \uc5b4\ub5bb\uac8c \ud65c\uc6a9\ud574\uc57c\ud560\uc9c0 \uac10\uc774 \uc548 \uc7a1\ud798. \ucd08\ubcf4\uc790\ub294 Excel \uc5d0\uc11c \uc4f0\ub294\uac8c \uac00\uc7a5 \ub098\uc544 \ubcf4\uc778\ub2e4.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>QuantLibXL \uc124\uce58\ud558\uc5ec \uc5d1\uc140\uc5d0\uc11c \uc0ac\uc6a9\ud558\ub294\uac8c \uac00\uc7a5 \ud3b8\ud568 QuantLib-Python. \ubaa8\ub4c8\ub85c \uc124\uce58\ud558\uba74 \ub05d. pip install quantlib-python quantlib \ub9ac\ub205\uc2a4\ub294 \ud328\ud0a4\uc9c0\ub85c \uc124\uce58 ArchLinux \uc0ac\uc6a9\uc2dc https:\/\/aur.archlinux.org\/packages\/quantlib\/ \uc708\ub3c4: \ucef4\ud30c\uc77c \ud574\uc57c \ud568. Win10\uc740 Microsoft store\uc5d0 python\uc774 \uc788\uc73c\ub2c8 \ubaa8\ub4c8\ub85c \uc124\uce58\ud558\uba74 \uac04\ud3b8\ud568. QuantLibXL MS Excel Addin: https:\/\/www.quantlib.org\/quantlibxl\/ \ub2e4\uc6b4\ub85c\ub4dc \ud6c4 C:\\Users\\&lt;\uacc4\uc815\uba85&gt;\\AppData\\Roaming\\Microsoft\\AddIns\\ \ud3f4\ub354\uc5d0 \uc555\ucd95 \ud480\uace0 \uc5d1\uc140 \ucd94\uac00 \uae30\ub2a5\uc73c\ub85c \ub85c\ub4dc(\ud30c\uc77c &#8211; \uc635\uc158 &#8211; \ucd94\uac00\uae30\ub2a5 &#8211; \uad00\ub9ac Excel \ucd94\uac00 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[],"tags":[80,85],"class_list":["post-11051","post","type-post","status-publish","format-standard","hentry","tag-80","tag-85"],"_links":{"self":[{"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=\/wp\/v2\/posts\/11051","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=11051"}],"version-history":[{"count":5,"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=\/wp\/v2\/posts\/11051\/revisions"}],"predecessor-version":[{"id":11066,"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=\/wp\/v2\/posts\/11051\/revisions\/11066"}],"wp:attachment":[{"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=11051"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=11051"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/mini.jellypo.pe.kr\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=11051"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}