QL doc 1

From Quantlib
Revision as of 22:18, January 1, 2011 by Henaffp (Talk | contribs)

Jump to: navigation, search

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