Posts: Implementing QuantLib — Implementing QuantLib (original) (raw)
This page collects all the posts that contain material from Implementing QuantLib. You're welcome to read them; keep in mind, though, that the version available on Amazonor Leanpub is more up to date.
- Jun 10, 2013
Introduction
- Jul 1, 2013
Chapter 2, part 1 of 4: Financial instruments
- Jul 8, 2013
Chapter 2, part 2 of 4: Example
- Jul 15, 2013
Chapter 2, part 3 of 4: Pricing engines
- Jul 22, 2013
Chapter 2, part 4 of 4: Example
- Sep 23, 2013
Chapter 3, part 1 of n: Term structures
- Sep 30, 2013
Chapter 3, part 2 of n: Yield term structures
- Oct 7, 2013
Chapter 3, part 3 of n: bootstrapping an interest-rate curve
- Oct 14, 2013
Chapter 3, part 4 of n: adding z-spread to an interest-rate curve
- Oct 28, 2013
Chapter 3, part 5 of n: other term structures
- Dec 2, 2013
Chapter 3, part 6 of n: volatility term structures
- Jan 13, 2014
Chapter 3, part 7 of 7; interest-rate volatilities
- Jan 20, 2014
Chapter 4, part 1 of 5: Cash flows and coupons
- Jan 27, 2014
Chapter 4, part 2 of 5: floating-rate coupons
- Feb 3, 2014
Chapter 4, part 3 of 5: coupon examples
- Feb 10, 2014
Chapter 4, part 4 of 5: generating cash-flow sequences
- Feb 17, 2014
Chapter 4, part 5 of 5: cash-flow analysis
- Aug 5, 2013
Chapter 5, part 1 of n: Parameterized models and calibration
- Aug 12, 2013
Chapter 5, part 2 on n: Example
- Aug 19, 2013
Chapter 5, part 3 of n: Model parameters
- Aug 26, 2013
Chapter 5, part 4 of 5: Models and calibration
- Sep 2, 2013
Chapter 5, part 5 of 5: Model example
- May 12, 2014
Chapter 6, part 1 of n: random-number generation
- May 19, 2014
Chapter 6, part 2 of n: stochastic processes
- May 26, 2014
Chapter 6, part 3 of 8: the Black-Scholes process
- Jun 2, 2014
Chapter 6, part 4 of 8: more processes
- Jun 16, 2014
Chapter 6, part 5 of 8: path generators
- Jun 23, 2014
Chapter 6, part 6 of 8: Monte Carlo models
- Jun 30, 2014
Chapter 6, part 7 of 8: Monte Carlo simulations
- Jul 7, 2014
Chapter 6, part 8 of 8: example
- Mar 16, 2015
Chapter 7, part 1 of 6: the tree framework
- Mar 23, 2015
Chapter 7, part 2 of 6: examples of discretized assets
- Mar 30, 2015
Chapter 7, part 3 of 6: binomial trees
- Apr 13, 2015
Chapter 7, part 4 of 6: trinomial trees
- Apr 20, 2015
Chapter 7, part 5 of 6: tree-based lattices
- Apr 27, 2015
Chapter 7, part 6 of 6: an example of tree-based engine
- Jun 15, 2015
Chapter 8, part 1 of n: the finite-differences framework.
- Jun 22, 2015
Chapter 8, part 2 of n: evolution schemes
- Jul 13, 2015
Chapter 8, part 3 of n: boundary conditions
- Jul 27, 2015
Chapter 8, part 4 of n: step conditions
- Aug 24, 2015
Chapter 8, part 5 of n: finite-difference models
- Nov 19, 2015
Chapter 8, part 6 of n: example, American option
- Dec 1, 2016
Chapter 8, part 6.5: time-dependent operators
- Sep 6, 2016
Chapter 8, part 7 of n: the new finite-difference framework
- Sep 13, 2016
Chapter 8, part 8 of n: finite-difference meshers
- Sep 20, 2016
Chapter 8, part 9 of n: finite-difference iterators
- Oct 5, 2016
Chapter 8, part 10: basic finite-difference operators
- Dec 9, 2016
Chapter 8, part 11: Black-Scholes finite-difference operators
- Mar 7, 2017
Chapter 8, part 12: initial, boundary, and step conditions
- Apr 12, 2017
Chapter 8, part 13: finite-difference schemes and solvers
- Oct 11, 2017
A look back at the Implementing QuantLib series
- Sep 16, 2013
Odds and ends: basic types
- Nov 17, 2014
Odds and ends: date calculations
- Oct 13, 2016
Odds and ends: market quotes
- Oct 21, 2013
Odds and ends: interest rates
- Dec 15, 2014
Odds and ends: indexes
- May 23, 2017
Odds and ends: exercises and payoffs
- May 18, 2015
Odds and ends: interpolations
- Aug 23, 2017
Odds and ends: solvers and optimizers
- Aug 30, 2017
Odds and ends: statistics
- Sep 6, 2017
Odds and ends: linear algebra
- Feb 9, 2015
Odds and ends: global settings
- Jul 29, 2013
Odds and ends: smart pointers and handles
- Dec 16, 2013
Odds and ends: error reporting
- Sep 13, 2017
Odds and ends: disposable objects
- Sep 20, 2017
Odds and ends: the Observer pattern
- Sep 27, 2017
Odds and ends: the Singleton pattern
- Oct 4, 2017