Difference between revisions of "QL doc 1"

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The attached notes (in French!) provide an introduction to object-oriented modeling for quantitative finance, and describes some features of the QuantLib library. In particular, it covers in some details two important aspects of QuantLib:
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The attached notes provide an introduction to object-oriented modeling for quantitative finance, and describes some features of the QuantLib library. In particular, it covers in some details two important aspects of QuantLib:
 
* the QuantLib object model, and the flexibility it provides
 
* the QuantLib object model, and the flexibility it provides
 
* the use of the observer pattern for maintaining consistency among calculated values
 
* the use of the observer pattern for maintaining consistency among calculated values
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The note uses the QuantLib python wrapper, executed in sage (sagemath.org) with the sagetex package.
 
The note uses the QuantLib python wrapper, executed in sage (sagemath.org) with the sagetex package.
  
This note will be translated into English at some point.
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French version:
 
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[[Media:Notes.pdf]]
 
[[Media:Notes.pdf]]
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English version:
 +
[[Media:notes-en.pdf]]

Revision as of 22:12, January 1, 2011

The attached notes provide an introduction to object-oriented modeling for quantitative finance, and describes some features of the QuantLib library. In particular, it covers in some details two important aspects of QuantLib:

  • the QuantLib object model, and the flexibility it provides
  • the use of the observer pattern for maintaining consistency among calculated values

The note uses the QuantLib python wrapper, executed in sage (sagemath.org) with the sagetex package.

French version: Media:Notes.pdf

English version: Media:notes-en.pdf