In this post, a quick check: with what compilers does our current C++11 branch work?
This week, the screencast of my last notebook from the QuantLib Python Cookbook—or, as you might say, my last excuse to publish a quick blog post.
This week, my next-to-last screencast of a notebook from the QuantLib Python Cookbook. It shows a technique which is used here to find the discount margin for a bond, but which can be made to work for any unknown value implied by a quoted price.
A couple of posts ago, I mentioned that two new pull requests made it possible to use
std::bindin QuantLib instead of the corresponding classes from Boost. Here are a few more details.
This week, another screencast of a notebook from the QuantLib Python Cookbook. It’s one of the few videos I still have to publish; a couple more and I’ll be done with this series. Or this season—who knows?