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Publication Name: Implementing QuantLib

Brief description: A blog and book by Luigi Ballabio

Publication URL: link

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Owner Name: Luigi Ballabio

Joined: June 3rd, 2014

Activity

Implementing QuantLib wrote a new blog post titled QuantLib notebook: par and indexed coupons

Hello everybody. It’s been a while since I recorded a screencast. Here’s a new one, on par and indexed coupons.
(8 days ago)

Implementing QuantLib wrote a new blog post titled Odds and ends: exercises and payoffs

Welcome back. In this post, some more content from Implementing QuantLib: a short section from the appendix, looking at the Exercise and Payoff classes.
(8 days ago)

Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.10 release

Hello, dear readers. It must be release season. Besides QuantLib 1.10, released a couple of days ago (this post being the usual look at a few statistics), this month saw a number of other releases and milestones.
(8 days ago)