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Introduction to QuantLib Development - Intensive 3-day Training Course - September 10-12th, 2018 - Download Registration Form Here

 
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Publication Name: Implementing QuantLib

Brief description: A blog and book by Luigi Ballabio

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Owner Name: Luigi Ballabio

Joined: June 3rd, 2014

Activity

Implementing QuantLib wrote a new blog post titled Going to C++11: compiler compatibility so far

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

Implementing QuantLib wrote a new blog post titled QuantLib notebook: using curves with different day count conventions

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.
(68 days ago)

Implementing QuantLib wrote a new blog post titled QuantLib notebook: discount margin calculation

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.
(74 days ago)