Articles on Wilmott magazine

In this series of articles published on Wilmott magazine, I showcase some of the features of QuantLib. The articles will be available some time after publication in print, and include runnable code that you can download from this page. The code needs a working QuantLib installation.

• January 2023: A Taste of QuantLib (C++ code).
• March 2023: Handling dependencies in QuantLib (C++ code).
• May 2023: The Black-Scholes Model in QuantLib (C++ code).
• July 2023: Assessing duration risk with QuantLib (C++ code).
• September 2023: Using QuantLib Interactively (Python code, CSV data).
• November 2023: The Observer Pattern in QuantLib (C++ code).
• January 2024: Holidays in QuantLib (C++ code).
• March 2024: Schedules in QuantLib (C++ code).
• May 2024: Cash flows and bonds in QuantLib (C++ code).

The QuantLib notebooks

In this series of screencasts, I go through a number of Jupyter notebooks (still called IPython notebooks at that time) that were eventually published in the QuantLib Python Cookbook. I suggest to watch them full-screen.