point

 

 Remember me

Register  |   Lost password?


Sign up here to let us know if you are interested in joining us for our Introduction to QuantLib Course later in the year.

 

Recent members

 

 

Show:
Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.12 release
Greetings. In this post, the usual look at a few statistics for the latest QuantLib release: version 1.12, released February 1st and of course available from the QuantLib site.
11 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: rho for the Black process
Welcome back. This time, just a quick post with a new screencast from my QuantLib notebooks series.
17 days ago
Implementing QuantLib wrote a new blog post titled The slides from QLUM17 are available
Just a short post with a bit of news: the slides of the talks from the QuantLib User Meeting 2017 are available on the QuantLib site.
67 days ago
Implementing QuantLib wrote a new blog post titled Screencast: my talk at the QuantLib user meeting 2017
Welcome back. It’s been a while. My fault entirely, of course. Anyway: while you wait for a longer report from the QuantLib user meeting we had last week in Düsseldorf, here is a screencast of the talk I presented there.
81 days ago
Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.11 release
Hello, everybody. In this post, a quick look at some statistics for QuantLib 1.11, released on October 2nd. Also, a bit of news: the QuantLib User Meeting 2017 was announced recently.
123 days ago
Implementing QuantLib wrote a new blog post titled A look back at the Implementing QuantLib series
Welcome back. The post of last week was the last bit of content from Implementing QuantLib (the book, I mean; the blog will, of course, continue) so it’s time for a few final words about this series of posts.
137 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: the Visitor pattern
Greetings. This week, the last design pattern covered in Implementing QuantLib: the Visitor pattern. Also, a couple of news items.
144 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: the Singleton pattern
Hello, everybody. This week, more content from Implementing QuantLib: QuantLib’s implementation of the much maligned Singleton pattern. And no, I didn’t say unjustly maligned.
151 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: the Observer pattern
Welcome back. This week, the first of a series of three posts on the implementation of design patterns in QuantLib.
158 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: disposable objects
Welcome back. As promised, more content from the newly completed Implementing QuantLib. This week, a class with its feet firmly planted in the past.
165 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: linear algebra
Greetings. This week, some more content from Implementing QuantLib. I’ll look at some classes for linear algebra.
172 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: statistics
Hello everybody. As promised, I’m continuing to post the last batch of new content from Implementing QuantLib. In this post, I take a look at statistics classes.
179 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: solvers and optimizers
Welcome back. I hope you all had nice vacations. As for me, my summer was definitely a productive one: I finally managed to complete Implementing QuantLib.
186 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: par and indexed coupons
Hello everybody. It’s been a while since I recorded a screencast. Here’s a new one, on par and indexed coupons.
196 days ago
Implementing QuantLib wrote a new blog post titled Odds and ends: exercises and payoffs
Welcome back. In this post, some more content from Implementing QuantLib: a short section from the appendix, looking at the Exercise and Payoff classes.
196 days ago
Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.10 release
Hello, dear readers. It must be release season. Besides QuantLib 1.10, released a couple of days ago (this post being the usual look at a few statistics), this month saw a number of other releases and milestones.
196 days ago
Implementing QuantLib wrote a new blog post titled More tools: Travis CI, Codacy, and Codecov
Welcome back. After my previous post on Gource, another post on cool tools I started using with QuantLib: Travis CI, Codacy, and Codecov.
196 days ago
Implementing QuantLib wrote a new blog post titled A visual history of QuantLib
Greetings. A couple of weeks ago, I came across an interesting tool called Gource. Fair warning: my colleagues and I instantly lost every last bit of productivity for the day as we ran it over our repositories.
196 days ago
Implementing QuantLib wrote a new blog post titled Chapter 8, part 13: finite-difference schemes and solvers
Welcome back. Spring is well underway, and my young colleagues’ fancy lightly turns to the dating apps on their phones. I’m married with children, so I finished my series on the new finite-difference framework instead.
196 days ago
Implementing QuantLib wrote a new blog post titled Chapter 8, part 12: initial, boundary, and step conditions
Hello everybody. This week, I finally continue the series of posts on the new finite-difference framework. It seems we’re on the home stretch.
196 days ago