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Introduction to QuantLib Development - Intensive 3-day Training Course - September 10-12th, 2018 - Download Registration Form Here

 

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Implementing QuantLib wrote a new blog post titled Going to C++11: tooling, part 2
Hello, everybody. In last post, I told you that I had set up an automated daily job to merge any changes from master into a C++11 branch. Here are some initial results.
14 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: deprecated standard features
Greetings. This week, back to my series about taking QuantLib to C++11. I’ll tackle std::auto_ptr and other features that were deprecated or removed in recent standards.
47 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: tooling, part 1
Welcome back. In this short post, I continue my series about taking QuantLib to C++11. As you might recall, I’m trying to do it while staying with C++03 on the master branch. But how can we keep the two branches in sync?
47 days ago
Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.13 release
Greetings. In this short post, a few statistics for the latest QuantLib release: version 1.13, released May 24th. You can get it from the QuantLib site.
84 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: dangerous day-count conventions
Welcome back. This week, I’m taking a break from my series about taking QuantLib to C++11. Instead, I’m posting a new screencast from my QuantLib notebooks series.
105 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: automation, part 3
Greetings. In this post, I report on the clang-tidy checks I still hadn’t tried as of last post. It wasn’t pretty.
111 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: automation, part 2
Welcome back. In this post, I continue to report on using clang-tidy to automate the modernization of the QuantLib code base.
119 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: automation, part 1
Hello. In this post, I get some help continuing my experiment in migrating our code to C++11. Namely, I describe how I enlisted clang-tidy to do some of the work for me.
126 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: standard smart pointers
Welcome back. As I mentioned in last post, I’m doing an experiment where I’m migrating our C++03 code to C++11. One obvious step would be to use the smart pointers now available in the standard library. How can we do it while keeping backward compatibility and not breaking client code, though?
133 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: an experiment
Greetings. Let’s say you have a few hundred thousand lines of code being regularly updated. Let’s also say you have at least a few hundred users, maybe more, some of which use your code for their work and expect backwards compatibility when updating to new versions. Finally, let’s say that your code still uses the C++03 standard and you’re kind of itching to move to modern C++. In short, you’re in the same position we are with QuantLib. Should you do the move, and if so, how?
139 days ago
Implementing QuantLib wrote a new blog post titled The benefits of procrastination
Welcome back. This post comes courtesy of a QuantLib user who submitted an interesting pull request to GitHub and gave me permission to write about it (thanks, Guillaume). It’s something that might bite you, too.
154 days ago
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.
188 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.
194 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.
244 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.
258 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.
300 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.
314 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.
321 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.
328 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.
335 days ago