A QuantLib Guide

An introduction to the usage of the QuantLib library

Author

Luigi Ballabio

About this book

This book tries to fill a gap in the documentation available for QuantLib. It’s a gap that, unfortunately, I contributed to create; my book Implementing QuantLib is aimed more at developers wanting to extend the library and less at users, and the material I contributed to QuantLib Python Cookbook is a decent catalog of use cases but lacks a bit of direction.

This guide includes some updated material from those two books, as well as some later material I published on my blog or on Wilmott Magazine; the idea is to collect, update and present it all in a sequence that makes it suitable as a tutorial for someone approaching QuantLib or trying to get more fluent in its usage.

It’s a work in progress; please let me know if it goes in the right direction. I’ll be grateful for any corrections, suggestions or comments.

If you find this guide useful and want to support the effort, you can do so by buying a PDF version of this book on Leanpub. As usual on Leanpub, you’ll have free access to new versions when the book is updated.

You can also subscribe to my Substack to get more of my content as soon as I publish it. It’s free.

Disclaimer

The author has used good faith effort in preparation of this book, but makes no expressed or implied warranty of any kind and disclaims without limitation all responsibility for errors or omissions. No liability is assumed for incidental or consequential damages in connection with or arising out of the use of the information or programs contained herein. Use of the information and instructions in this book is at your own risk.

Attribution

Cover image by Tamas Tuzes-Katai on Unsplash.