Last modified on September 3, 2011, at 13:49

QL doc 1

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The attached notes describe some features of the QuantLib library. In particular,

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

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

French version: Media:Notes.pdf

English version: Media:notes-en.pdf