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 training on-site
(in Europe and UK) or remote (anywhere).
Recent posts
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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.
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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).
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QuantLib in 2020 and beyond
I’ve never been one for plans, so I probably have no business writing a post on what we might expect from QuantLib in the next year or two—especially since it’s driven by contributions by volunteers. Yet, here we are.
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Implementing QuantLib is now available in Japanese
A bit of news: thanks to Aki Sakashita, Implementing QuantLib is now available from Leanpub in a Japanese translation.
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QuantLib in the last decade
Leave it to me to write an end-of-year post—end-of-decade, even—when we’re already a few weeks into January.