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.