Quant development: QuantLib and QuantLibXL with comments on C++, Microsoft Excel, R, Python, and more
This will be a pretty neat courseware to put together for those interested using a huge quant library framework built in C++. This also has a great front end for Microsoft Excel users as well some fantastic bindings to languages like R, Python, Mathematica, and more!!
Interesting. I thought the software included python interface files for a reason. Will you include wrapper functions as a topic? I’ve noticed some files are harder than others to create these for, at least for me.
The Python wrapper for QuantLib does not appear to be as mature as the Java one. R is not as mature yet either. This is why I focus on C# or Java. I do offer some links for help with the Python wrapper but there are definitely others struggling with i
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