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.
Intensive and practical, 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.
This book is a report on the design and implementation of the QuantLib Library for C++
QuantLib Python Cookbook
A hands-on, interactive look at the QuantLib library through the use of Jupyter notebooks as working examples.
- Oh, bother: email subscription is being turned off
- Leaving C++03: for real this time
- A few news items
- QuantLib in 2020 and beyond
- Implementing QuantLib is now available in Japanese
- QuantLib in the last decade
- Implementing QuantLib is now available in Chinese
- A quick look at the QuantLib 1.16 release
- A quick look at the QuantLib 1.15 release
- Introductory training on QuantLib in Python