This page collects the latest drafts of my ongoing effort, Implementing QuantLib. You're welcome to read them; I'll be most grateful for any feedback, corrections, and criticisms.
Currently available chapters:
| Table of Contents | (March 22nd, 2009; 100 kB) | |
| 1. | Introduction | (November 12th, 2008; 129 kB) |
| 2. | Financial instruments and pricing engines | (November 12th, 2008; 246 kB) |
| 3. | Term structures | (August 20th, 2008; 236 kB) |
| 4. | Cash flows and coupons | (March 16th, 2009; 239 kB) |
| A. | Odds and ends | (March 22nd, 2009; 189 kB) |
| B. | Code Conventions | (August 5th, 2008; 135 kB) |
The above works are licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 3.0 License.
Thanks to Rory Winston, Tito Ingargiola and Neil Firth for useful comments and corrections.