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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

Implementing QuantLib's Blog

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A quick look at the QuantLib 1.13 release

May 29, 2018 Comments (0)

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.

QuantLib notebook: dangerous day-count conventions

May 8, 2018 Comments (0)

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.

Going to C++11: automation, part 3

May 2, 2018 Comments (0)

Greetings. In this post, I report on the clang-tidy checks I still hadn’t tried as of last post. It wasn’t pretty.

Going to C++11: automation, part 2

April 24, 2018 Comments (0)

Welcome back. In this post, I continue to report on using clang-tidy to automate the modernization of the QuantLib code base.

Going to C++11: automation, part 1

April 17, 2018 Comments (0)

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.

Going to C++11: standard smart pointers

April 10, 2018 Comments (0)

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?

Going to C++11: an experiment

April 4, 2018 Comments (0)

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?

The benefits of procrastination

March 20, 2018 Comments (0)

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.

A quick look at the QuantLib 1.12 release

February 14, 2018 Comments (0)

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.

QuantLib notebook: rho for the Black process

February 8, 2018 Comments (0)

Welcome back. This time, just a quick post with a new screencast from my QuantLib notebooks series.