QL doc 1
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:
- 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.
This note will be translated into English at some point.