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A quick look at the QuantLib 1.15 release

April 29, 2019 Comments (0)

Last week I’ve released QuantLib 1.15. As usual, here’s a quick look at some statistics.

Introductory training on QuantLib in Python

February 21, 2019 Comments (0)

It’s been a long time since I last posted on this blog, and one of the reasons (apart from Christmas, work and life in general) is that I’ve been busy preparing material for an on-site training on QuantLib in Python.

Going to C++11: compiler compatibility so far

November 27, 2018 Comments (0)

Hello everybody. In this post, a quick check: on what compilers does our current C++11 branch work?

QuantLib notebook: using curves with different day count conventions

November 13, 2018 Comments (0)

Welcome back. This week, the screencast of my last notebook from the QuantLib Python Cookbook—or, as you might say, my last excuse to publish a quick blog post.

QuantLib notebook: discount margin calculation

November 7, 2018 Comments (0)

Greetings. This week, my next-to-last screencast of a notebook from the QuantLib Python Cookbook. It shows a technique which is used here to find the discount margin for a bond, but which can be made to work for any unknown value implied by a quoted price.

Going to C++11: more STL classes

October 30, 2018 Comments (0)

Welcome back. A couple of posts ago, I mentioned that two new pull requests made it possible to use std::function and std::bind in QuantLib instead of the corresponding classes from Boost. Here are a few more details.

QuantLib notebook: a glitch in forward rates

October 24, 2018 Comments (0)

Hello. This week, another screencast of a notebook from the QuantLib Python Cookbook. It’s one of the few videos I still have to publish; a couple more and I’ll be done with this series. Or this season—who knows?

Going to C++11: a recap

October 17, 2018 Comments (0)

Greetings. After the release of QuantLib 1.14, I had again a bit of time to dedicate to my C++11 experiment. Here are a brief recap and the next steps.

QuantLib notebook: more mischievous conventions

October 9, 2018 Comments (0)

Welcome back. This week, the screencast of another notebook from the QuantLib Python Cookbook (which is now complete and available from Leanpub—you probably know all about it by now).

A quick look at the QuantLib 1.14 release

October 3, 2018 Comments (0)

Hello everybody. Last Monday, October 1st, I’ve released QuantLib 1.14. Here’s my usual look at some statistics.