Tuesday, September 29, 2015

QuantLib notebook: term structures and reference dates

Hello everybody.

Well, it's been a while. Last time I posted, we were still in August (and there were a number of news in that post, so you might want to go back and read it if you missed it). I have since released QuantLib 1.6.2, which you'll need if you want to use Visual Studio and Boost 1.59 and you can disregard otherwise. And hey, look at that: the Google+ buttons at the bottom of the post have a new look, too. What will they think of next?

This week, a new QuantLib notebook: number 6 in an ongoing series, if you're keeping count. These screencast could turn into a book, so go to this Leanpub page and tell them you're interested if you want this to happen (and while you're there, have a look at Implementing QuantLib, too).

Also, let me bother you for half a minute more: there are still places left for my next Introduction to QuantLib Development course. Click through for details.

Ok, here's the notebook. Set it to full screen, sit back and enjoy.

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