Posts: Implementing QuantLib
This page collects all the posts that contain material from Implementing QuantLib. You're welcome to read them; keep in mind, though, that the version available on Amazon or Leanpub is more up to date.
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Introduction
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Chapter 2, part 1 of 4: Financial instruments
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Chapter 2, part 2 of 4: Example
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Chapter 2, part 3 of 4: Pricing engines
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Chapter 2, part 4 of 4: Example
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Chapter 3, part 1 of n: Term structures
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Chapter 3, part 2 of n: Yield term structures
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Chapter 3, part 3 of n: bootstrapping an interest-rate curve
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Chapter 3, part 4 of n: adding z-spread to an interest-rate curve
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Chapter 3, part 5 of n: other term structures
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Chapter 3, part 6 of n: volatility term structures
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Chapter 3, part 7 of 7; interest-rate volatilities
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Chapter 4, part 1 of 5: Cash flows and coupons
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Chapter 4, part 2 of 5: floating-rate coupons
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Chapter 4, part 3 of 5: coupon examples
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Chapter 4, part 4 of 5: generating cash-flow sequences
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Chapter 4, part 5 of 5: cash-flow analysis
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Chapter 5, part 1 of n: Parameterized models and calibration
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Chapter 5, part 2 on n: Example
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Chapter 5, part 3 of n: Model parameters
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Chapter 5, part 4 of 5: Models and calibration
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Chapter 5, part 5 of 5: Model example
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Chapter 6, part 1 of n: random-number generation
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Chapter 6, part 2 of n: stochastic processes
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Chapter 6, part 3 of 8: the Black-Scholes process
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Chapter 6, part 4 of 8: more processes
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Chapter 6, part 5 of 8: path generators
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Chapter 6, part 6 of 8: Monte Carlo models
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Chapter 6, part 7 of 8: Monte Carlo simulations
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Chapter 6, part 8 of 8: example
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Chapter 7, part 1 of 6: the tree framework
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Chapter 7, part 2 of 6: examples of discretized assets
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Chapter 7, part 3 of 6: binomial trees
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Chapter 7, part 4 of 6: trinomial trees
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Chapter 7, part 5 of 6: tree-based lattices
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Chapter 7, part 6 of 6: an example of tree-based engine
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Chapter 8, part 1 of n: the finite-differences framework.
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Chapter 8, part 2 of n: evolution schemes
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Chapter 8, part 3 of n: boundary conditions
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Chapter 8, part 4 of n: step conditions
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Chapter 8, part 5 of n: finite-difference models
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Chapter 8, part 6 of n: example, American option
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Chapter 8, part 6.5: time-dependent operators
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Chapter 8, part 7 of n: the new finite-difference framework
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Chapter 8, part 8 of n: finite-difference meshers
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Chapter 8, part 9 of n: finite-difference iterators
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Chapter 8, part 10: basic finite-difference operators
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Chapter 8, part 11: Black-Scholes finite-difference operators
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Chapter 8, part 12: initial, boundary, and step conditions
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Chapter 8, part 13: finite-difference schemes and solvers
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A look back at the Implementing QuantLib series
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Odds and ends: basic types
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Odds and ends: date calculations
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Odds and ends: market quotes
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Odds and ends: interest rates
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Odds and ends: indexes
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Odds and ends: exercises and payoffs
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Odds and ends: interpolations
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Odds and ends: solvers and optimizers
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Odds and ends: statistics
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Odds and ends: linear algebra
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Odds and ends: global settings
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Odds and ends: smart pointers and handles
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Odds and ends: error reporting
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Odds and ends: disposable objects
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Odds and ends: the Observer pattern
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Odds and ends: the Singleton pattern
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Odds and ends: the Visitor pattern