QuantLib starter guide

Question

Is there a good starter document on quantlib (http://quantlib.org)? The examples are not well documented, and the help does not give that much insight.

score 7 · Accepted Answer · edited Jun 25 '15 at 14:18

7

Well there are

hundreds of unit tests,
a dozen or more examples
over 1000 pages of Doxygen-generated documentation
several introductory book chapters on the design drafted by Luigi (lead developer)

All this is complicated because the topic is complicated. The No Free Lunch theorem seems to hold for code too ;-)

Thanks for adding the quantlib tag. We should have some more questions here.

edited Jun 25 '15 at 14:18

Luigi Ballabio

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answered Mar 22 '10 at 16:22

Dirk Eddelbuettel

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score 3 · Answer 2 · answered May 19 '10 at 20:23

3

Quantlib creators are pretty active on the Wilmott forum, so if you ask a concrete question there, they are likely to answer.

answered May 19 '10 at 20:23

quant_dev

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tagoma · Answer 3 · 2012-10-28T10:13:44.127

0

You can visit QuantCorner. I posted a couple of example codes relying on QL, there.

edited Oct 28 '12 at 10:13

answered Oct 27 '12 at 13:51

tagoma

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QuantLib starter guide

3 Answers3