From time to time, I teach an Introduction to QuantLib Development course in London based on the contents of my book and organized by MoneyScience. It’s an intensive three-day course in which I explain the architecture of the library and guide attendees through exercises that let them build new financial instruments based on the frameworks I describe. Here are a few quotes from the LinkedIn recommendations I received:

“I´ve been looking to investigate QuantLib for a long time, but the library is big and growing. The course Introduction to QuantLib by Luigi was the best entry point.”

“I have had the chance to attend a 3-day course on QuantLib development by Luigi in London, in 2014. He took us through the basics of QuantLib […] and then to more advanced topics. […] I highly recommend his trainings. […] His teaching is entertaining and challenging at the same time, with a very good mix of presentations, discussions and exercises (some of which are really tough, so better come prepared!)”

“I had the pleasure to invite Luigi over for an in-house training on the C++ pricing library QuantLib. In only two days he taught us a lot about the design, how to work with the library and how to extend it.”

If you want to be informed of the next time this happens, let us know by filling this form. You can do it even if London doesn’t work well for you; we’re thinking of organizing it elsewhere, and the feedback would be extremely useful.

As you read above, I’ve also done a few in-house trainings (which make more economic sense for a developer team) as well as university lectures; email me at if you’re interested.

More information? Glad you asked. Here is a Google Hangout I’ve recorded with MoneyScience’s Jacob Bettany in which we talk about the course. Enjoy.