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Happy Easter...

...once again, a few days late. Also, it is somewhat telling that my latest post was to wish you a happy new year.

Oh well. As usual with these posts, I bring news on my Implementing QuantLib drafts. If you follow the link, you'll find a new version of chapter 3 in which I completed the section on yield term structures. As usual, I'll be grateful for any comments and/or corrections.

Luigi

Happy New Year!

I'm a few days late, I know. I was on vacation after the flurry of activity at the end of 2007; we had a new QuantLib release on December 24th (if you're interested, you can get it while it's hot at quantlib.org). My drafts of Implementing QuantLib got updated, too; there's no new content, but the existing material was modified to reflect changes in the library.

Again, happy 2008.

Luigi

Luigi Ballabio: implementing QuantLib (again)

I really have to come up with a catchier title for these posts.

However: the Implementing QuantLib page now links (thanks to a suggestion from Comp++'s own Daniel Duffy) to a tentative table of contents. Also new is a small appendix describing the code conventions we use in QuantLib---and I use in the book.

As usual, I'll be grateful for any comments and corrections.

Luigi

Luigi Ballabio: Implementing QuantLib

Hi all, Another half chapter of Implementing QuantLib is available. As promised, it describes a few classes I glossed over in the previous chapters. You can find the draft here.

As usual, comments are welcome.

Luigi

Implementing QuantLib Part 2

Hi all,

Just a short post to inform you that I've uploaded another half chapter of my ongoing book---as well as a revision of the previous chapter. You can find the draft here.

As usual, comments are welcome.

Luigi

Luigi Ballabio: A first look into QuantLib

If you happened to have a look at QuantLib, it won't have escaped you that the library sorely lacks documentation. I'm not talking of some kind of class reference; that one is available---mostly because it can be generated automatically. What is missing is a description of the architecture of the library, and of how the various classes interact.

Well, as the song says, rejoice, all ye faithful: such documentation is finally being written. Here is a draft of a chapter. You're welcome to read it; I'll be grateful for any feedback, corrections, and criticisms. In particular, criticisms will help us improve both the docs and the library itself, so fire ahead.

Luigi

Email me!

Download Chapter 2 here

(right-click & save target to download this file)