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Quantitative finance Quantlib author has set of excellent tutorial available for using Quantlib

(Last Updated On: November 30, 2010)

Quantitative finance

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)
B. Code Conventions
(July 27th, 2009; 136 kB)
Bibliography
(October 18th, 2010; 83 kB)

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NOTE 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!

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