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QuantLib

Update: 2024-07-12

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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

Comments

In Channel

BrontoSource and Swiss Tables

2025-07-0351:45

Friends-and-Family Special

2025-06-1301:02:40

From Refactoring to (physical) Relocation

2025-05-3051:24

libstdc++

2025-05-1601:02:11

Software development in a world of AI

2025-05-0201:15:17

Standard Library Hardening

2025-04-1158:28

News and Catch-up

2025-03-2143:07

Tease Your C++ Brain

2024-11-1954:06

Realtime Sanitizer and the Performance Constraints attributes

2024-10-2901:01:02

Type Erasure, SIMD-Within-a-Register and more

2024-10-2001:04:07

Parsing and Analysing C++

2024-10-0401:01:30

CppCon 2024 Live Special

2024-09-2054:41

Benchmarking Language Keywords

2024-09-0601:05:48

Reducing Binary Sizes

2024-08-0901:04:28

Swift for C++ Developers

2024-07-2701:02:57

QuantLib

2024-07-1201:01:00

libunifex and std::execution

2024-06-2801:01:55

Boost, The Beman Project and Beyond

2024-06-1401:04:05

Safe, Borrow-Checked, C++

2024-05-3101:09:10

Rust <=> C++

2024-05-1801:00:21

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QuantLib

Timur Doumler & Phil Nash