Monday, February 24, 2014

Screencast: instruments and pricing engines

Welcome back.

This week, the first of a series of two screencasts. They are taken from the presentation I did at the QuantLib forum we had in London back in January 2011, in which I showed how facilities available in the library can be composed to build new stuff. In this one, I show how to wrap a pricing function into an engine and get free tracking of any changes of the input data.

In other news, time is getting short for two things. One is QuantLib 1.4, which I hope to release this week. The other is my Introduction to QuantLib Development course, to take place in London on March 24th to 26th: places are filling up, so you might want to register now.

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