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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 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.
(6 days ago)

Implementing QuantLib wrote a new blog post titled Going to C++11: more STL classes

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.
(14 days ago)

Implementing QuantLib wrote a new blog post titled QuantLib notebook: a glitch in forward rates

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?
(20 days ago)