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QuantLib Forum - 18 January 2011 

Presentation Slides

Yield curves for forward Euribor estimation and CSA-discounting - Ferdinando Ametrano

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Risk simulations for a bond in QuantLibXL - Marco Marchioro

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Code Arbitrage: or, how to get features for free in QuantLib - Luigi Ballabio

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Persistence of QuantLib objects in practice- Eric Ehlers

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