Email the Author
You can use this page to email Luigi Ballabio and Goutham Balaraman about QuantLib Python Cookbook.
About the Book
The book collects updated posts from Goutham's blog and the transcripts of the screencasts that Luigi published on YouTube.
The posts and screencasts use Jupyter notebooks to demonstrate the QuantLib library. Together, they provide a sort of cookbook that showcases features of the library by means of working examples and provides guidance to its use.
Among other content, the book also includes notebooks that reproduce the results from the often-cited Ametrano and Bianchetti paper, Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask.
More updated content is available in the new book A QuantLib Guide.
If you're interested in the architecture of QuantLib and want to know how to extend it, you might want to look at Implementing QuantLib, too.
About the Authors
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.
Goutham Balaraman is the Chief Technology Officer at Crossroads Equipment Lease & Finance. Prior to that he held leadership positions at various financial services and FinTech organizations such as Cartiga, loanDepot, Numerix and ICE. He holds a Ph.D. in Theortical Physics from Georgia Institute of Technology, USA. He writes about technology topics at https://leadwithtech.com.