Welcome. I'm Luigi Ballabio, co-founder and administrator of the
I'm also the author of Implementing QuantLib and QuantLib Python Cookbook, and I'm available for on-site training in Europe.
Last week I’ve released QuantLib 1.15. As usual, here’s a quick look at some statistics.
It’s been a long time since I last posted on this blog, and one of the reasons (apart from Christmas, work and life in general) is that I’ve been busy preparing material for an on-site training on QuantLib in Python.
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.