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Implementing QuantLib's Blog

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Screencast: my talk at the QuantLib user meeting 2017

December 6, 2017 Comments (0)

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.

A quick look at the QuantLib 1.11 release

October 25, 2017 Comments (0)

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.

A look back at the Implementing QuantLib series

October 11, 2017 Comments (0)

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.

Odds and ends: the Visitor pattern

October 4, 2017 Comments (0)

Greetings. This week, the last design pattern covered in Implementing QuantLib: the Visitor pattern. Also, a couple of news items.

Odds and ends: the Singleton pattern

September 27, 2017 Comments (0)

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.

Odds and ends: the Observer pattern

September 20, 2017 Comments (0)

Welcome back. This week, the first of a series of three posts on the implementation of design patterns in QuantLib.

Odds and ends: disposable objects

September 13, 2017 Comments (0)

Welcome back. As promised, more content from the newly completed Implementing QuantLib. This week, a class with its feet firmly planted in the past.

Odds and ends: linear algebra

September 6, 2017 Comments (0)

Greetings. This week, some more content from Implementing QuantLib. I’ll look at some classes for linear algebra.

Odds and ends: statistics

August 30, 2017 Comments (0)

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.

Odds and ends: solvers and optimizers

August 23, 2017 Comments (0)

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.