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Implementing QuantLib: Quantitative finance in C++: an inside look at the architecture of the QuantLib library

by Luigi Ballabio (Author) Format: Paperback

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This book is a report on the design and implementation of QuantLib, alike in spirit—but, hopefully, with less frightening results—to the "How I did it" book prominently featured in Mel Brooks' Young Frankenstein (in this case, of course, it would be "how we did it"). If you are, or want to be, a QuantLib user, you will find here useful information on the design of the library that might not be readily apparent when reading the code. If you're working in quantitative finance, even if not using QuantLib, you can still read it as a field report on the design of a financial library. You will find that it covers issues that you might also face, as well as some possible solutions and their rationale. Based on your constraints, it is possible—even likely—that you will choose other solutions; but you might profit from this discussion just the same.The book is primarily aimed at users wanting to extend the library with their own instruments or models; if you desire to do so, the description of the available class hierarchies and frameworks will provide you with information about the hooks you need to integrate your code with QuantLib and take advantage of its facilities. If you're not this kind of user, don't give up on the book yet; you can find useful information too. However, you might want to look at the QuantLib Python Cookbook instead; it's available in all electronic formats from Leanpub.

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Print length

364 pages
Language

English
Publication date

October 4, 2020
Dimensions

7 x 0.82 x 10 inches
ISBN-13

979-1220068925

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Product details

ASIN ‏ : ‎ B08KHSZK86
Publisher ‏ : ‎ Autopubblicato
Publication date ‏ : ‎ October 4, 2020
Language ‏ : ‎ English
Print length ‏ : ‎ 364 pages
ISBN-13 ‏ : ‎ 979-1220068925
Item Weight ‏ : ‎ 1.39 pounds
Dimensions ‏ : ‎ 7 x 0.82 x 10 inches
Best Sellers Rank: #906,707 in Books (See Top 100 in Books)
- #169 in Financial Engineering (Books)
- #1,741 in Software Development (Books)
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About the author

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Luigi Ballabio

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Luigi Ballabio is one of the administrators and lead developers of the QuantLib project, as well as a husband, father of four, ex-physicist, and amateur musician. He is based in Milan, works for Confluence Technologies, Inc., and can be found on the web at www.implementingquantlib.com from where you can contact him about training your team to use QuantLib.