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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The book material was also featured as blog posts, collected on this page.
Implementing QuantLib, a blog by Luigi Ballabio. You will find that it covers issues that you might also face, as well as some possible solutions and their rationale.
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. Not Applicable Twitter Count Tweets: As no active threats were reported recently by users, implementingquantlib.
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The slides from QLUM17 are available – Implementing QuantLib’s blog – MoneyScience
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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.
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