Luigi Ballabio

Luigi Ballabio

Senior Quantitative Developer, StatPro Italia srl
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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.

Introduction to QuantLib Development

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.

Implementing QuantLib cover image

Implementing QuantLib
Author Published

This book is a report on the design and implementation of the QuantLib Library for C++

QuantLib Python Cookbook cover image

QuantLib Python Cookbook
Author Published

A hands-on, interactive look at the QuantLib library through the use of Jupyter notebooks as working examples.

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