Hello, dear reader.

I didn’t initially plan for this to happen right before Christmas, but, well, here we are. I just published A QuantLib Guide. You’re welcome.

The cover of A QuantLib Guide

Why a new book, you ask? It tries to fill a gap in the documentation available for QuantLib. It’s a gap that, unfortunately, I contributed to create; Implementing QuantLib is aimed more at developers wanting to extend the library and less at library users, and the material I contributed to QuantLib Python Cookbook is a decent catalog of use cases but lacks a bit of direction.

This new guide includes some updated material from those two books, as well as some later material I published on this blog or on Wilmott Magazine; the idea is to collect, update and present it all in a sequence that makes it suitable as a tutorial for someone approaching QuantLib or trying to get more fluent in its usage.

It’s a work in progress; please let me know if it goes in the right direction. I’ll be grateful for any corrections, suggestions or comments. And if you find this guide useful and want to support the effort, you can do so by buying a PDF version of this book on Leanpub. As usual on Leanpub, you’ll have free access to new versions when the book is updated.

Finally, you can subscribe to my Substack to get my content in your email inbox as soon as I publish it. It’s free. Bye for now!