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.

Introduction

Chapter 2, part 1 of 4: Financial instruments

Chapter 2, part 2 of 4: Example

Chapter 2, part 3 of 4: Pricing engines

Chapter 2, part 4 of 4: Example

Chapter 3, part 1 of n: Term structures

Chapter 3, part 2 of n: Yield term structures

Chapter 3, part 3 of n: bootstrapping an interest-rate curve

Chapter 3, part 4 of n: adding z-spread to an interest-rate curve

Chapter 3, part 5 of n: other term structures

Chapter 3, part 6 of n: volatility term structures

Chapter 3, part 7 of 7; interest-rate volatilities

Chapter 4, part 1 of 5: Cash flows and coupons

Chapter 4, part 2 of 5: floating-rate coupons

Chapter 4, part 3 of 5: coupon examples

Chapter 4, part 4 of 5: generating cash-flow sequences

Chapter 4, part 5 of 5: cash-flow analysis

Chapter 5, part 1 of n: Parameterized models and calibration

Chapter 5, part 2 on n: Example

Chapter 5, part 3 of n: Model parameters

Chapter 5, part 4 of 5: Models and calibration

Chapter 5, part 5 of 5: Model example

Chapter 6, part 1 of n: random-number generation

Chapter 6, part 2 of n: stochastic processes

Chapter 6, part 3 of 8: the Black-Scholes process

Chapter 6, part 4 of 8: more processes

Chapter 6, part 5 of 8: path generators

Chapter 6, part 6 of 8: Monte Carlo models

Chapter 6, part 7 of 8: Monte Carlo simulations

Chapter 6, part 8 of 8: example

Chapter 7, part 1 of 6: the tree framework

Chapter 7, part 2 of 6: examples of discretized assets

Chapter 7, part 3 of 6: binomial trees

Chapter 7, part 4 of 6: trinomial trees

Chapter 7, part 5 of 6: tree-based lattices

Chapter 7, part 6 of 6: an example of tree-based engine

Chapter 8, part 1 of n: the finite-differences framework.

Chapter 8, part 2 of n: evolution schemes

Chapter 8, part 3 of n: boundary conditions

Chapter 8, part 4 of n: step conditions

Chapter 8, part 5 of n: finite-difference models

Chapter 8, part 6 of n: example, American option

Chapter 8, part 6.5: time-dependent operators

Chapter 8, part 7 of n: the new finite-difference framework

Chapter 8, part 8 of n: finite-difference meshers

Chapter 8, part 9 of n: finite-difference iterators

Chapter 8, part 10: basic finite-difference operators

Chapter 8, part 11: Black-Scholes finite-difference operators

Chapter 8, part 12: initial, boundary, and step conditions

Chapter 8, part 13: finite-difference schemes and solvers

A look back at the Implementing QuantLib series

Odds and ends: basic types

Odds and ends: date calculations

Odds and ends: market quotes

Odds and ends: interest rates

Odds and ends: indexes

Odds and ends: exercises and payoffs

Odds and ends: interpolations

Odds and ends: solvers and optimizers

Odds and ends: statistics

Odds and ends: linear algebra

Odds and ends: global settings

Odds and ends: smart pointers and handles

Odds and ends: error reporting

Odds and ends: disposable objects

Odds and ends: the Observer pattern

Odds and ends: the Singleton pattern

Odds and ends: the Visitor pattern