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About the Book

This book tries to fill a gap in the documentation available for QuantLib. It's a gap that, unfortunately, I contributed to create; my book Implementing QuantLib is aimed more at developers wanting to extend the library and less at users, and the material I contributed to QuantLib Python Cookbook is a decent catalog of use cases but lacks a bit of direction.

This guide includes some updated material from those two books, as well as some later material I published on my blog or on Wilmott Magazine; the idea is to collect, update and present it all in a sequence that makes it suitable as a tutorial for someone approaching QuantLib or trying to get more fluent in its usage.

It's a work in progress: please let me know if it goes in the right direction. I'll be grateful for any corrections, suggestions or comments.

This guide is also available in HTML format and free of charge at https://www.quantlibguide.com; you can purchase this PDF version if you want to support the effort.

If you like this book, subscribe to my Substack to get more of my content as soon as I publish it. It's free.


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.

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