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. Just a short post with a bit of news: the slides of the talks from the QuantLib User Meeting are available on the QuantLib site. View Implementing QuantLib’s profile at MoneyScience, the Social Network for Quantitative Finance, Risk Management and Technology Practitioners, Vendors.

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Not Applicable Alexa Rank: The Evolution of the Web – evolutionoftheweb. If you are, or want to be, a QuantLib user, you will find here useful information on the design of the library that might not be readily apparent when reading the code.

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Implementingquantlib : Implementing QuantLib

The book is primarily aimed at users wanting to extend the library with their own instruments or models; if you desire to do so, the description of the available class hierarchies and frameworks will provide you with information about the hooks you need to integrate your code with QuantLib and take advantage of its facilities.


The book material was also featured as blog posts, collected on this page.

Not Applicable Facebook Likes: Not Applicable H6 Headings: Any feedback, corrections, and criticisms are welcome; my contact information is available in the About page of this blog. Implementing QuantLib is available as an ebook from Leanpub in a variety of formats quantlub for reading on all kinds of computers and tablets.

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The slides from QLUM17 are available – Implementing QuantLib’s blog – MoneyScience

Traffic Report Daily Unique Visitors: Based on your constraints, it is possible—even likely—that you will choose other solutions; but you might profit from this discussion just the same. Not Applicable Alexa BackLinks: Implementing QuantLib, a blog by Luigi Ballabio. Implementing QuantLib Implementing QuantLib is available as an qiantlib from Leanpub in a variety of formats suitable for reading on all kinds of computers and tablets.


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The posts and screencasts use IPython notebooks to showcase features of the library by means of working examples and to provide guidance for its usage. Tue, 31 Mar Home of the Implementing QuantLib book.

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