Welcome! I'm Luigi Ballabio, co-founder and administrator of the open-source QuantLib project. I'm also the author of Implementing QuantLib and QuantLib Python Cookbook, and I'm available for consulting and training on-site or remotely. Read more about it!

Recent posts

  • Other QuantLib blogs

    Today, a short blog post on blogs—I could probably make a pun on Dylan’s Blonde on Blonde if I tried hard enough, but nothing comes to mind now. Anyway: I just wanted to point the spotlight on a number of other blogs that, like this one, feature QuantLib-related content.


  • LIBOR fallback calculation

    The switch date of the LIBOR reform creeps on us, giving me a good reason to resurrect the blog. Here’s some Python code that might be useful in the coming months.


  • Oh, bother: email subscription is being turned off

    Just a short post to let you know that, if you’re subscribed to this blog by email, this won’t work for long: the email feature was provided by FeedBurner, which is turning it off in July.


  • Leaving C++03: for real this time

    You might remember that two or three years ago I experimented with migrating to C++11, and I did some preparation (a short recap is in the first part of this post). Well, we’re finally doing it for real. This post lists a few bumps you might find and tells you how to avoid them.


  • A few news items

    I’m back to the blog for a few quick news items about QuantLib, in case you’re not following me on Twitter (which is fine by me, it’s your feed after all—but in case you want to rectify that, I have a button for you to click at the bottom of this page).


All posts