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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.

QuantLib notebook: mischievous bond conventions

September 27, 2018 Comments (0)

Welcome back. Good news: Goutham and I finally completed the QuantLib Python Cookbook. (You can get it on Leanpub now. Go ahead, I’ll wait.) To celebrate, this post shows another screencast of me going through one of the notebooks contained in the book.

QuantLib notebook: building irregular bonds

September 18, 2018 Comments (0)

Greetings. This week, another screencast in anticipation of the final release (real soon now) of the QuantLib Python Cookbook.

QuantLib notebook: pricing on a range of days

September 4, 2018 Comments (0)

Welcome back. In my last post, I mentioned that the QuantLib Python Cookbook is almost complete. To celebrate the event, this month I’m going to record and publish a two or three more screencasts of the notebooks contained in the book.

The QuantLib Python Cookbook is almost done

August 27, 2018 Comments (0)

Cheers. This is a short post to let you know that Goutham Balaraman and I have mostly finished the content of the QuantLib Python Cookbook.

Going to C++11: tooling, part 2

August 7, 2018 Comments (0)

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.

Going to C++11: tooling, part 1

July 5, 2018 Comments (0)

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?

Going to C++11: deprecated standard features

July 5, 2018 Comments (0)

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.