Contents Menu Expand Light mode Dark mode Auto light/dark, in light mode Auto light/dark, in dark mode Skip to content
QuantSupport 0.1.19
QuantSupport 0.1.19
  • Python
    • Download Python packages
    • Python user guide
      • A position, a market, and a valuation
      • Constructing and selecting a market
      • Valuation, quotation, and model choice
      • Risk, netting, and extensibility
    • Computational studies
      • From deposit and OIS quotes to a discount curve
      • A receive-fixed swap: cashflows, value and risk
      • A par swap coupon from discounted cashflows
      • Valuing a CLP swap under USD collateral
      • Price, yield, duration and Z-spread for a fixed-rate bond
      • A callable stepped-coupon bond
      • Understanding mortgage cashflows and value
      • Valuing a caplet and a cap
      • Rate and volatility drivers of option value
      • Calibrated short-rate paths and their distribution
      • How a portfolio works
      • Portfolio aggregation: coupons, payments and risk
      • Quote risk and revaluation for a mixed portfolio
      • Comparing curves, swap values and quote risk across engines
      • Dated payments: from a caplet to an amortizing note
      • Netting-set exposure and XVA
    • API reference
      • Time
        • Dates and Periods
          • Date
          • DateTime
          • Period
          • TimeUnit
        • Calendars
          • Calendar
          • UnitedStatesMarket
          • BrazilMarket
          • AustraliaMarket
          • CanadaMarket
          • NewZealandMarket
          • SouthKoreaMarket
          • ChinaMarket
          • JointCalendarRule
        • Schedules and IMM
          • Schedule
          • IMM
          • DateGenerationRule
          • BusinessDayConvention
        • Accrual and Frequency
          • DayCounter
          • Compounding
          • Frequency
      • Market Data
        • Currencies and Indices
          • Currency
          • MarketIndex
        • Quotes, Fixings, and FX
          • QuoteStore
          • FixingStore
          • FxStore
          • Level
        • Historical Snapshots
          • SnapshotSelectionRule
          • SnapshotSelector
          • MarketSnapshot
          • MarketSnapshotStore
        • Curve Construction
          • CurveConfiguration
          • CreditCurveConfiguration
          • Interpolator
        • Yield Curves
          • DiscountCurve
          • ZeroRateTermStructure
          • TenorBasedZeroRateTermStructure
        • Volatility
          • VolatilitySurface
          • VolatilityCube
          • VolatilitySurfaceConfiguration
          • VolatilityCubeConfiguration
          • VolatilityType
          • SmileType
        • Simulation
          • Simulation
          • SimulationConfiguration
      • Instruments
        • Base Types and Direction
          • Instrument
          • Side
        • Interest Rates
          • InterestRate
          • Swap
          • BasisSwap
          • CrossCurrencySwap
          • FixFloatCrossCurrencySwap
          • RateFutures
        • Rate Options
          • EuropeanSwaption
          • SwaptionType
          • CapFloor
          • CapFloorType
          • CapletFloorlet
          • CapletFloorletType
        • Fixed Income
          • FixedRateBond
          • FloatingRateNote
          • FixedRateDeposit
          • SteppedCouponBond
          • CallScheduleEntry
          • PaymentStructure
        • Loans and Prepayment
          • Loan
          • LoanRepaymentStructure
          • PrepaymentModelConfiguration
        • Coupons and Payoffs
          • FixedRateCoupon
          • FloatingRateCoupon
          • OptionEmbeddedCoupon
          • PayoffOps
        • Foreign Exchange
          • FxForward
          • FxOption
        • Equity and Credit
          • EquityForward
          • EquityOption
          • OptionType
          • CreditDefaultSwap
        • Scripting
          • ScriptedProduct
        • Instrument Makers
          • MakeInstrument
          • MakeSwap
          • MakeFloatFloatCrossCurrencySwap
          • MakeCrossCurrencySwap
          • MakeBasisSwap
          • MakeFixFloatCrossCurrencySwap
          • MakeFixedRateBond
          • MakeSteppedCouponBond
          • MakeFloatingRateNote
          • MakeFixedRateDeposit
          • MakeLoan
          • MakeFxForward
          • MakeFxEuropeanOption
          • MakeFxOption
          • MakeEquityEuropeanOption
          • MakeEquityOption
          • MakeCreditDefaultSwap
          • MakeCapFloor
          • MakeCapletFloorlet
          • MakeRateFutures
          • MakeSwaption
          • MakeEuropeanSwaption
          • MakeEquityForward
          • MakeScriptedProduct
          • MakeTrade
      • Pricing
        • Positions and Requests
          • Trade
          • Portfolio
          • Request
          • BondPricingAnchor
        • Contexts and Results
          • PricingContext
          • EvaluationResults
        • Pricers and Policies
          • PricerConfiguration
          • SingleCurveCSADiscountPolicy
          • FixedIncomeDiscountPolicy
        • Python Extension Interfaces
          • Pricer
          • MarketDataProvider
          • Evaluator
      • Risk and XVA
        • Scenarios and Shocks
          • Scenario
          • Shock
          • ScenarioType
        • Collateral and Netting
          • CsaTerms
          • NettingSet
        • Exposure and XVA
          • ExposureProfile
          • XvaConfig
          • XvaResult
  • Excel
    • Excel user guide
      • Contexts, inputs and evaluation
      • Install and build a pricing workbook
      • Markets, instruments and pricing conventions
      • Loan contracts, funding and fair rates
      • Risk, portfolios and historical snapshots
    • Worksheet reference
      • Instruments
        • Credit
          • QS.INSTRUMENT.CDS
        • Equity
          • QS.INSTRUMENT.EQUITY.FORWARD
          • QS.INSTRUMENT.EQUITY.OPTION
        • Fixed Income
          • QS.INSTRUMENT.FIXED.RATE.BOND
          • QS.INSTRUMENT.FIXED.RATE.DEPOSIT
          • QS.INSTRUMENT.FLOATING.RATE.NOTE
          • QS.INSTRUMENT.LOAN
          • QS.LOAN.SETTINGS
        • Foreign Exchange
          • QS.INSTRUMENT.FX.FORWARD
          • QS.INSTRUMENT.FX.OPTION
        • Interest Rates
          • QS.INSTRUMENT.BASIS.SWAP
          • QS.INSTRUMENT.CAP.FLOOR
          • QS.INSTRUMENT.CAPLET.FLOORLET
          • QS.INSTRUMENT.EUROPEAN.SWAPTION
          • QS.INSTRUMENT.RATE.FUTURES
          • QS.INSTRUMENT.SWAP
          • QS.INSTRUMENT.XCCY.FIX.FLOAT
          • QS.INSTRUMENT.XCCY.FLOAT.FLOAT
        • Positions
          • QS.TRADE.CREATE
      • Market Data
        • Curves and Construction
          • QS.CURVE.DISCOUNT
          • QS.CURVE.FORWARD
          • QS.CURVE.GET
          • QS.CURVE.TABLE
          • QS.CURVE.ZERO.RATE
        • Historical Snapshots
          • QS.SNAPSHOT.ARCHIVE
          • QS.SNAPSHOT.FROM.CONTEXT
          • QS.SNAPSHOT.FROM.JSON
          • QS.SNAPSHOT.FROM.RANGE
          • QS.SNAPSHOT.REFERENCE.DATE
          • QS.SNAPSHOT.SELECT
          • QS.SNAPSHOT.SELECTOR
          • QS.SNAPSHOT.TIMESTAMP
          • QS.SNAPSHOT.TIMESTAMPS
          • QS.SNAPSHOT.TO.JSON
        • Simulation
          • QS.SIMULATION.CALIBRATION
          • QS.SIMULATION.DATES
          • QS.SIMULATION.DT
          • QS.SIMULATION.NPATHS
          • QS.SIMULATION.PATH
        • Volatility
          • QS.VOL.CUBE
          • QS.VOL.SURFACE
      • Math
        • Interpolation
          • QS.INTERPOLATE
          • QS.INTERPOLATE.BILINEAR
          • QS.INTERPOLATE.CUBIC.SPLINE
          • QS.INTERPOLATE.LINEAR
          • QS.INTERPOLATE.LOG.LINEAR
          • QS.INTERPOLATE.TRILINEAR
      • Pricing
        • Contexts and Constructed Objects
          • QS.CONTEXT.ADD.COMPOSITE.CURVE
          • QS.CONTEXT.ADD.CREDIT.CURVE
          • QS.CONTEXT.ADD.CURVE
          • QS.CONTEXT.ADD.FIXINGS
          • QS.CONTEXT.ADD.FX
          • QS.CONTEXT.ADD.PRICER.CONFIGURATION
          • QS.CONTEXT.ADD.QUOTE
          • QS.CONTEXT.ADD.QUOTES
          • QS.CONTEXT.ADD.SIMULATION.CONFIGURATION
          • QS.CONTEXT.ADD.VOL.CUBE
          • QS.CONTEXT.ADD.VOL.SURFACE
          • QS.CONTEXT.ADD.ZERO.CURVE
          • QS.CONTEXT.CREATE
          • QS.CONTEXT.CURVES
          • QS.CONTEXT.EVALUATION.DATE
          • QS.CONTEXT.FIXING
          • QS.CONTEXT.FROM.SNAPSHOT
          • QS.CONTEXT.QUOTE
          • QS.CONTEXT.QUOTE.LEVEL
          • QS.CONTEXT.SIMULATIONS
          • QS.CONTEXT.SNAPSHOT.TIMESTAMP
          • QS.CONTEXT.VOL.CUBES
          • QS.CONTEXT.VOL.SURFACES
        • Discount Policies
          • QS.DISCOUNT.POLICY.CSA
          • QS.DISCOUNT.POLICY.FIXED.INCOME
        • Pricer Configuration
          • QS.PRICER.CREATE
        • Valuation and Risk
          • QS.EVALUATE
          • QS.EVALUATE.FROM.SNAPSHOT
          • QS.EVALUATE.PORTFOLIO
          • QS.EVALUATE.RANGE
          • QS.EVALUATE.RESULTS
          • QS.LOAN.PRICER
          • QS.PORTFOLIO.CREATE
          • QS.REQUEST.FAIR.RATE
          • QS.RESULT.CASHFLOW.SUMMARY
          • QS.RESULT.CASHFLOWS
          • QS.RESULT.COUPONS
          • QS.RESULT.FAIR.RATE
          • QS.RESULT.MODIFIED.DURATION
          • QS.RESULT.OAS
          • QS.RESULT.SENSITIVITIES
          • QS.RESULT.VALUE
          • QS.RESULT.YIELD
          • QS.RESULT.Z.SPREAD
      • System
        • Background Pricing
          • QS.ENGINE.PROBE
          • QS.ENGINE.STATUS
        • Catalog and Help
          • QS.FUNCTIONS
          • QS.FUNCTIONS.DETAILS
          • QS.HELP
          • QS.VERSION
        • Object Lifecycle
          • QS.OBJECT.COUNT
          • QS.OBJECT.REMOVE
          • QS.OBJECT.TYPE
      • Time
        • Calendars
          • QS.CALENDAR.ADJUST
          • QS.CALENDAR.BUSINESS.DAYS
          • QS.CALENDAR.BUSINESS.DAYS.BETWEEN
          • QS.CALENDAR.END.OF.MONTH
          • QS.CALENDAR.HOLIDAYS
          • QS.CALENDAR.IS.BUSINESS.DAY
          • QS.CALENDAR.IS.END.OF.MONTH
          • QS.CALENDAR.IS.HOLIDAY
        • Dates and Accrual
          • QS.DATE.ADVANCE
          • QS.DATETIME.DATE
          • QS.DATETIME.PARSE
          • QS.YEAR.FRACTION
        • Schedules
          • QS.SCHEDULE
          • QS.SCHEDULE.ADJUSTED
Back to top

SimulationΒΆ

  • QS.SIMULATION.CALIBRATION
  • QS.SIMULATION.DATES
  • QS.SIMULATION.DT
  • QS.SIMULATION.NPATHS
  • QS.SIMULATION.PATH
Next
QS.SIMULATION.CALIBRATION
Previous
QS.SNAPSHOT.TO.JSON
Copyright ©
Made with Sphinx and @pradyunsg's Furo