Introduction to QuantLib Development with Luigi Ballabio
The goal of this three-day intensive hands-on course is to take a birds-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality. The course will focus on QuantLib proper, i.e., on the C++ library and won't cover extensions such as the Excel addin.
What do you learn?
- The overall design of the QuantLib library
- The rationale of its design and implementation
- The correct use of the main classes in the library
- The design and use of some of its framework, such as the tree and Monte Carlo frameworks
About the Speaker
Luigi Ballabio is senior quantitative developer at StatPro Italia srl, part of StatPro Ltd. He's one of the founders, administrators and lead developers of the QuantLib project. He holds a Ph.D. In Applied Nuclear Physics from the University of Uppsala.
15% 'Early Bird Discount Available
Group Discounts Available