A note on Python and C++

The choice of using the QuantLib Python bindings and Jupyter was due to their interactivity, which make it easier to demonstrate features, and to the fact that the platform provides out of the box excellent modules like matplotlib for graphing and pandas for data analysis.

This choice might seem to leave C++ users out in the cold. However, it’s easy enough to translate the Python code shown here into the corresponding C++ code. An example of such translation is shown in the appendix.