It’s been a long time since I last posted on this blog, and one of the reasons (apart from Christmas, work and life in general) is that I’ve been busy preparing material for an on-site training on QuantLib in Python.
Hello everybody. In this post, a quick check: on what compilers does our current C++11 branch work?
Welcome back. This week, the screencast of my last notebook from the QuantLib Python Cookbook—or, as you might say, my last excuse to publish a quick blog post.
Greetings. This week, my next-to-last screencast of a notebook from the QuantLib Python Cookbook. It shows a technique which is used here to find the discount margin for a bond, but which can be made to work for any unknown value implied by a quoted price.
Welcome back. A couple of posts ago, I mentioned that two new pull requests made it possible to use std::function and std::bind in QuantLib instead of the corresponding classes from Boost. Here are a few more details.
Hello. This week, another screencast of a notebook from the QuantLib Python Cookbook. It’s one of the few videos I still have to publish; a couple more and I’ll be done with this series. Or this season—who knows?
Greetings. After the release of QuantLib 1.14, I had again a bit of time to dedicate to my C++11 experiment. Here are a brief recap and the next steps.
Welcome back. This week, the screencast of another notebook from the QuantLib Python Cookbook (which is now complete and available from Leanpub—you probably know all about it by now).
Hello everybody. Last Monday, October 1st, I’ve released QuantLib 1.14. Here’s my usual look at some statistics.
Welcome back. Good news: Goutham and I finally completed the QuantLib Python Cookbook. (You can get it on Leanpub now. Go ahead, I’ll wait.) To celebrate, this post shows another screencast of me going through one of the notebooks contained in the book.