Quantlib author has set of excellent tutorial available for using Quantlib
This page collects the latest drafts of my ongoing effort, Implementing QuantLib. You’re welcome to read them; I’ll be most grateful for any feedback, corrections, and criticisms.
Currently available chapters:
|Table of Contents
||(October 18th, 2010; 87 kB)|
|1.||Introduction||(July 27th, 2009; 129 kB)|
|2.||Financial instruments and pricing engines||(February 16th, 2010; 245 kB)|
|3.||Term structures||(April 28th, 2010; 268 kB)|
|4.||Cash flows and coupons||(February 16th, 2010; 289 kB)|
|A.||Odds and ends
||(October 18th, 2010; 218 kB)|
||(July 27th, 2009; 136 kB)|
||(October 18th, 2010; 83 kB)|
Get the latest quantitative finance quantlib infoNOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!