Introduction to QuantLib Development with Luigi Ballabio

MoneyScience Financial Training

Training

In London

£ 1,650 + VAT

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Description

  • Type

    Training

  • Level

    Beginner

  • Location

    London

  • Duration

    3 Days

The goal of this three-day intensive hands-on course is to take a birds-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality. The course will focus on QuantLib proper, i.e., on the C++ library and won't cover extensions such as the Excel addin.

Important information

Documents

  • Introduction to QuantLib Development - March 2020.pdf

Facilities

Location

Start date

London
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Start date

On request

About this course

The overall design of the QuantLib library
You Learn:

- The rationale of its design and implementation
- The correct use of the main classes in the library
- The design and use of some of its framework, such as the tree and Monte Carlo frameworks

Quant developers writing or maintaining pricing code and wanting to fit it into the QuantLib framework.

We assume that the student has experience of modern C++ and finance. The most advanced C++ features used in the library will be covered, if necessary.

Certificate Provided.

The Course Tutor, Luigi Ballabio is senior quantitative developer at StatPro Italia srl, part of StatPro Ltd. He's one of the founders, administrators and lead developers of the QuantLib project and holds a Ph.D. In Applied Nuclear Physics from the University of Uppsala.

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Reviews

Subjects

  • Design
  • Quantlib
  • Finance
  • Quant skills
  • C++ Programming
  • Software development
  • C++
  • Financial Engineering
  • Monte carlo methods
  • Tree methods

Teachers and trainers (1)

Luigi Ballabio

Luigi Ballabio

Senior Quantitative Developer at StatPro Italia

Luigi Ballabio is senior quantitative developer at StatPro Italia srl, part of StatPro Ltd. He's one of the founders, administrators and lead developers of the QuantLib project. He holds a Ph.D. In Applied Nuclear Physics from the University of Uppsala.

Course programme

The goal of this three-day intensive hands-on course is to take a bird-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality.

"Luigi is a great instructor, very helpful and the most authoritative voice on the subject"

"The exercises were very good!"

"Thank you Luigi, it was a great course!"

"Contact with the instructor was excellent!"

Additional information

contact jacob@moneyscience.com for furgther information.

See related categories

Introduction to QuantLib Development with Luigi Ballabio

£ 1,650 + VAT

The best C and C++ courses

See all

See all