QuantLib

CppCast

Jul 12, 2024•1 hr 1 min•Ep 386•Transcript available on Metacast

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Episode description

Luigi Ballabio joins Phil and Matt Godbolt. Luigi talks to us about QuantLib, an open-source library for financial models that he co-founded and now maintains. News

WG21 St. Luis trip reports:
- "Official" report, collated by Inbal Levy
- Herb Sutter's trip report

Links

QuantLib home page
Episode about borrow-checked C++ with Sean Baxter
"QuantLib Python Cookbook" - book by Luigi
"Implementing QuantLib" - book by Luigi