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QL doc 1

14 bytes removed, 22:12, January 1, 2011
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 ( with the sagetex package.
This note will be translated into English at some point.French version:
English version:
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