QuantLib

12/07/2024 1h 1min Episodio 386
QuantLib

Episode Synopsis

Luigi Ballabio joins Phil and Matt Godbolt. Luigi talks to us about QuantLib, an open-source library for financial models that he co-founded and now maintains.
News

WG21 St. Luis trip reports:
"Official" report, collated by Inbal Levy
Herb Sutter's trip report



Links

QuantLib home page
Episode about borrow-checked C++ with Sean Baxter
"QuantLib Python Cookbook" - book by Luigi
"Implementing QuantLib" - book by Luigi