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Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.16 release
Here is a quick look at some statistics for QuantLib 1.16, released at the beginning of this week.
16 days ago
Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.15 release
Last week I’ve released QuantLib 1.15. As usual, here’s a quick look at some statistics.
117 days ago
Implementing QuantLib wrote a new blog post titled Introductory training on QuantLib in Python
It’s been a long time since I last posted on this blog, and one of the reasons (apart from Christmas, work and life in general) is that I’ve been busy preparing material for an on-site training on QuantLib in Python.
185 days ago
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?
271 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.
285 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.
291 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.
299 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?
305 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: a recap
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.
312 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: more mischievous conventions
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).
320 days ago
Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.14 release
Hello everybody. Last Monday, October 1st, I’ve released QuantLib 1.14. Here’s my usual look at some statistics.
326 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: mischievous bond conventions
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.
332 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: building irregular bonds
Greetings. This week, another screencast in anticipation of the final release (real soon now) of the QuantLib Python Cookbook.
341 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: pricing on a range of days
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.
355 days ago
Implementing QuantLib wrote a new blog post titled The QuantLib Python Cookbook is almost done
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.
363 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: tooling, part 2
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.
383 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: deprecated standard features
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.
416 days ago
Implementing QuantLib wrote a new blog post titled Going to C++11: tooling, part 1
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?
416 days ago
Implementing QuantLib wrote a new blog post titled A quick look at the QuantLib 1.13 release
Greetings. In this short post, a few statistics for the latest QuantLib release: version 1.13, released May 24th. You can get it from the QuantLib site.
453 days ago
Implementing QuantLib wrote a new blog post titled QuantLib notebook: dangerous day-count conventions
Welcome back. This week, I’m taking a break from my series about taking QuantLib to C++11. Instead, I’m posting a new screencast from my QuantLib notebooks series.
474 days ago