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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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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.

The slides from QLUM17 are available

December 20, 2017 Comments (0)

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.

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.