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 | (November 5th, 2007; 95 kB) | |
| 2. | Financial instruments and pricing engines | (March 25th, 2008; 237 kB) |
| 3. | Term structures | (March 25th, 2008; 227 kB) |
| A. | Odds and ends | (January 1st, 2008; 161 kB) |
| B. | Code Conventions | (November 5th, 2007; 123 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.