Luigi Ballabio

Implementing QuantLib

This page collects the latest drafts of my ongoing effort, Implementing QuantLib. You're welcome to read them; I'll be most grateful for any feedback, corrections, and criticisms. My contact information is available below, along with an RSS feed for this page and a link to my Google+ profile. You can use either one to be notified when I add new content.

Currently available chapters:

	Table of Contents	(October 21st, 2011; 88 kB)
1.	Introduction	(July 27th, 2009; 129 kB)
2.	Financial instruments and pricing engines	(March 30th, 2011; 203 kB)
3.	Term structures	(April 28th, 2010; 268 kB)
4	Cash flows and coupons	(February 16th, 2010; 289 kB)
6	The Monte Carlo framework	(October 21st, 2011; 294 kB)
A.	Odds and ends	(October 18th, 2010; 218 kB)
B.	Code Conventions	(July 27th, 2009; 136 kB)
	Bibliography	(December 21st, 2010; 84 kB)

The above works are licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 3.0 License.

Thanks to Rory Winston, Tito Ingargiola, Neil Firth, Alexander Lotter, Vladimir Zhuravlev, Pavel Motuzenko and Sebastián Miranda for useful comments and corrections.

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