Introduction to QuantLib Development with Luigi Ballabio
Training
In London
Description
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Type
Training
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Level
Beginner
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Location
London
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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
Start date
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.
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
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
Introduction to QuantLib Development with Luigi Ballabio