Email the Author

You can use this page to email Luigi Ballabio about Implementing QuantLib.

Please include an email address so the author can respond to your query

This message will be sent to Luigi Ballabio

This site is protected by reCAPTCHA and the Google  Privacy Policy and  Terms of Service apply.

About the Book

This book is a report on the design and implementation of QuantLib, alike in spirit—but, hopefully, with less frightening results—to the How I did it book prominently featured in Mel Brooks' Young Frankenstein (in this case, of course, it would be "how we did it"). If you are, or want to be, a QuantLib user, you will find here useful information on the design of the library that might not be readily apparent when reading the code. If you're working in quantitative finance, even if not using QuantLib, you can still read it as a field report on the design of a financial library. You will find that it covers issues that you might also face, as well as some possible solutions and their rationale. Based on your constraints, it is possible—even likely—that you will choose other solutions; but you might profit from this discussion just the same.

The book is primarily aimed at users wanting to extend the library with their own instruments or models; if you desire to do so, the description of the available class hierarchies and frameworks will provide you with information about the hooks you need to integrate your code with QuantLib and take advantage of its facilities. If you're not this kind of user, don't give up on the book yet; you can find useful information too. However, you might want to look at A QuantLib Guide and QuantLib Python Cookbook instead.

Implementing QuantLib is also available as a paperback from your local Amazon store.


About the Author

Luigi Ballabio’s avatar Luigi Ballabio

The co-founder and current maintainer of the open-source QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.

Subscribe to Luigi's newsletter at https://implementingquantlib.substack.com for more QuantLib-related content.

Logo white 96 67 2x

Publish Early, Publish Often

  • Path
  • There are many paths, but the one you're on right now on Leanpub is:
  • Implementingquantlib › Email Author › New
    • READERS
    • Newsletters
    • Weekly Sale
    • Monthly Sale
    • Store
    • Home
    • Redeem a Token
    • Search
    • Support
    • Leanpub FAQ
    • Leanpub Author FAQ
    • Search our Help Center
    • How to Contact Us
    • FRONTMATTER PODCAST
    • Featured Episode
    • Episode List
    • MEMBERSHIPS
    • Reader Memberships
    • Department Reader Memberships
    • Author Memberships
    • Your Membership
    • COMPANY
    • About
    • About Leanpub
    • Blog
    • Contact
    • Press
    • Essays
    • AI Services
    • Imagine a world...
    • Manifesto
    • More
    • Partner Program
    • Causes
    • Accessibility
    • AUTHORS
    • Write and Publish on Leanpub
    • Create a Book
    • Create a Bundle
    • Create a Course
    • Create a Track
    • Testimonials
    • Why Leanpub
    • Services
    • TranslateAI
    • TranslateWord
    • TranslateEPUB
    • PublishWord
    • Publish on Amazon
    • CourseAI
    • GlobalAuthor
    • Marketing Packages
    • IndexAI
    • Author Newsletter
    • The Leanpub Author Update
    • Author Support
    • Author Help Center
    • Leanpub Authors Forum
    • The Leanpub Manual
    • Supported Languages
    • The LFM Manual
    • Markua Manual
    • API Docs
    • Organizations
    • Learn More
    • Sign Up
    • LEGAL
    • Terms of Service
    • Copyright Policy
    • Privacy Policy
    • Refund Policy

*   *   *

Leanpub is copyright © 2010-2025 Ruboss Technology Corp.
All rights reserved.

This site is protected by reCAPTCHA
and the Google  Privacy Policy and  Terms of Service apply.

Leanpub requires cookies in order to provide you the best experience. Dismiss